+81.6%
KO vs TD
+124.1%
-42.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | +1.6% | -1.0% | +2.6% | +1.7% |
| 3M | +5.8% | +5.6% | +0.1% | +4.4% |
| 6M | +14.3% | +27.1% | -12.8% | +8.4% |
| YTD | +27.3% | +29.4% | -2.1% | +20.2% |
| 1Y | +33.2% | +60.7% | -27.5% | +19.5% |
| 3Y | +64.5% | +127.6% | -63.1% | +34.3% |
| All | +81.6% | +124.1% | -42.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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