+179.3%
KO vs TDY
+479.2%
-299.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +0.2% | -1.1% | +1.4% | +0.5% |
| 30D | +1.8% | -12.0% | +13.9% | +5.0% |
| 3M | +7.7% | -3.2% | +10.9% | +8.2% |
| 6M | +15.3% | -7.9% | +23.1% | +16.9% |
| YTD | +28.0% | +18.2% | +9.8% | +21.0% |
| 1Y | +34.3% | +6.7% | +27.6% | +30.3% |
| 3Y | +63.8% | +47.5% | +16.2% | +42.7% |
| 5Y | +84.1% | +39.5% | +44.6% | +60.7% |
| All | +179.3% | +479.2% | -299.9% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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