+245.0%
KO vs USFR
+27.6%
+217.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | +8.3% | +1.0% | +7.4% | +8.1% |
| 6M | +14.0% | +1.9% | +12.1% | +13.6% |
| YTD | +26.9% | +2.7% | +24.3% | +26.2% |
| 1Y | +32.7% | +4.0% | +28.7% | +31.6% |
| 3Y | +63.9% | +14.0% | +49.9% | +59.8% |
| 5Y | +81.7% | +20.4% | +61.3% | +75.2% |
| 10Y | +183.0% | +28.0% | +155.0% | +169.6% |
| All | +245.0% | +27.6% | +217.4% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling