+33.6%
KO vs TAP
-18.5%
+52.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -5.3% | +4.1% | +0.4% |
| 30D | +1.6% | -7.4% | +8.9% | +3.7% |
| 3M | +5.8% | -4.9% | +10.7% | +7.0% |
| 6M | +14.3% | -14.2% | +28.5% | +17.9% |
| YTD | +27.3% | -14.8% | +42.1% | +30.7% |
| All | +33.6% | -18.5% | +52.1% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling