+32.7%
KO vs FND
-36.4%
+69.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.9% |
| 7D | -1.8% | -5.2% | +3.5% | -1.5% |
| 30D | +1.4% | -19.9% | +21.3% | +2.7% |
| 3M | +15.4% | +2.7% | +12.7% | +15.2% |
| 6M | +14.3% | -21.7% | +35.9% | +15.8% |
| YTD | +27.7% | -17.5% | +45.2% | +28.6% |
| 1Y | +32.7% | -39.3% | +72.0% | +32.9% |
| All | +32.7% | -36.4% | +69.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling