+526.7%
KO vs FN
+3,241.9%
-2,715.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | -0.1% |
| 7D | +0.2% | +16.3% | -16.1% | -0.5% |
| 30D | +9.1% | -24.7% | +33.8% | +10.1% |
| 3M | +11.0% | -34.9% | +45.9% | +12.4% |
| 6M | +24.0% | -41.1% | +65.1% | +25.6% |
| YTD | +40.0% | -19.6% | +59.7% | +38.6% |
| 1Y | +39.7% | -18.5% | +58.3% | +37.9% |
| 3Y | +84.8% | +119.1% | -34.4% | +66.3% |
| 5Y | +96.8% | +206.9% | -110.2% | +69.6% |
| 10Y | +209.7% | +826.4% | -616.7% | +141.0% |
| All | +526.7% | +3,241.9% | -2,715.2% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling