+177.9%
KO vs TAP
-50.5%
+228.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.1% | -5.3% | +4.1% | +0.5% |
| 30D | +1.6% | -7.4% | +8.9% | +3.9% |
| 3M | +5.8% | -4.9% | +10.7% | +7.2% |
| 6M | +14.3% | -14.2% | +28.5% | +19.3% |
| YTD | +27.3% | -14.8% | +42.1% | +32.8% |
| 1Y | +33.2% | -18.1% | +51.3% | +40.2% |
| 3Y | +64.5% | -32.7% | +97.2% | +81.6% |
| 5Y | +83.1% | -0.5% | +83.6% | +74.7% |
| All | +177.9% | -50.5% | +228.4% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling