+524.4%
KO vs FN
+2,887.5%
-2,363.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | -0.5% |
| 7D | +1.7% | 0.0% | +1.7% | +1.6% |
| 30D | +11.5% | -34.3% | +45.8% | +13.1% |
| 3M | +10.8% | -39.9% | +50.7% | +12.6% |
| 6M | +22.3% | -51.8% | +74.1% | +25.0% |
| YTD | +39.5% | -28.1% | +67.7% | +38.7% |
| 1Y | +42.2% | -29.1% | +71.3% | +41.2% |
| 3Y | +83.1% | +102.4% | -19.4% | +65.0% |
| 5Y | +94.8% | +171.7% | -76.8% | +68.8% |
| 10Y | +212.9% | +773.5% | -560.6% | +143.7% |
| All | +524.4% | +2,887.5% | -2,363.1% | +350.4% |
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