+86.7%
KO vs FRSH
-72.6%
+159.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.1% | -11.2% | +10.0% | -0.9% |
| 30D | +1.6% | -0.8% | +2.4% | +1.6% |
| 3M | +5.8% | +26.4% | -20.7% | +5.4% |
| 6M | +14.3% | +48.4% | -34.1% | +13.6% |
| YTD | +27.3% | -3.1% | +30.4% | +27.5% |
| 1Y | +33.2% | -8.7% | +41.9% | +33.5% |
| 3Y | +64.5% | -45.8% | +110.3% | +66.2% |
| All | +86.7% | -72.6% | +159.3% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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