+4,815.5%
KO vs TAP
+832.8%
+3,982.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | +1.2% |
| 7D | +3.7% | +1.3% | +2.5% | +3.5% |
| 30D | +8.1% | +5.7% | +2.4% | +6.8% |
| 3M | +14.2% | -1.9% | +16.1% | +14.4% |
| 6M | +25.2% | +0.9% | +24.3% | +24.6% |
| YTD | +44.7% | -9.5% | +54.2% | +46.9% |
| 1Y | +43.4% | -9.0% | +52.3% | +45.3% |
| 3Y | +90.1% | -22.2% | +112.3% | +97.0% |
| 5Y | +103.0% | +1.2% | +101.7% | +98.0% |
| 10Y | +229.8% | -46.1% | +275.9% | +249.9% |
| All | +4,815.5% | +832.8% | +3,982.7% | +2,795.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling