+172.0%
KO vs FND
+54.9%
+117.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -1.1% | -5.1% | +4.0% | -0.6% |
| 30D | +1.6% | -22.5% | +24.1% | +4.1% |
| 3M | +5.8% | -5.0% | +10.8% | +5.9% |
| 6M | +14.3% | -21.5% | +35.8% | +16.4% |
| YTD | +27.3% | -23.0% | +50.3% | +29.6% |
| 1Y | +33.2% | -44.9% | +78.1% | +40.0% |
| 3Y | +64.5% | -50.0% | +114.5% | +71.2% |
| 5Y | +83.1% | -63.3% | +146.5% | +92.5% |
| All | +172.0% | +54.9% | +117.1% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling