+81.6%
KO vs FTI
+1,055.2%
-973.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -1.1% | -5.6% | +4.5% | -1.0% |
| 30D | +1.6% | +0.4% | +1.2% | +1.5% |
| 3M | +5.8% | +8.1% | -2.4% | +5.5% |
| 6M | +14.3% | +16.7% | -2.4% | +13.6% |
| YTD | +27.3% | +70.0% | -42.7% | +25.0% |
| 1Y | +33.2% | +85.4% | -52.3% | +30.4% |
| 3Y | +64.5% | +265.9% | -201.5% | +55.6% |
| All | +81.6% | +1,055.2% | -973.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling