+163.3%
KO vs FTV
+87.0%
+76.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +0.8% | -9.5% | +10.3% | +3.3% |
| 3M | +8.3% | -10.9% | +19.2% | +11.2% |
| 6M | +14.0% | -0.6% | +14.7% | +13.6% |
| YTD | +26.9% | +1.4% | +25.5% | +25.1% |
| 1Y | +32.7% | +17.6% | +15.0% | +25.3% |
| 3Y | +63.9% | -3.3% | +67.2% | +60.4% |
| 5Y | +81.7% | -0.1% | +81.9% | +73.0% |
| 10Y | +183.0% | +82.5% | +100.5% | +124.0% |
| All | +163.3% | +87.0% | +76.3% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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