+81.6%
KO vs USFR
+20.5%
+61.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | +0.3% | +1.2% | +1.5% |
| 3M | +5.8% | +1.0% | +4.8% | +5.7% |
| 6M | +14.3% | +1.9% | +12.4% | +14.5% |
| YTD | +27.3% | +2.7% | +24.6% | +27.8% |
| 1Y | +33.2% | +4.0% | +29.2% | +34.3% |
| 3Y | +64.5% | +14.1% | +50.4% | +86.1% |
| All | +81.6% | +20.5% | +61.1% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling