+179.3%
KO vs USFR
+28.1%
+151.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +1.8% | +0.4% | +1.5% | +1.8% |
| 3M | +7.7% | +1.0% | +6.6% | +7.5% |
| 6M | +15.3% | +2.0% | +13.3% | +14.9% |
| YTD | +28.0% | +2.8% | +25.2% | +27.5% |
| 1Y | +34.3% | +4.1% | +30.2% | +33.5% |
| 3Y | +63.8% | +14.1% | +49.6% | +62.8% |
| 5Y | +84.1% | +20.6% | +63.5% | +82.9% |
| All | +179.3% | +28.1% | +151.2% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded USFR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling