+454.0%
KO vs TDY
+6,969.6%
-6,515.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | +1.6% | -12.5% | +14.1% | +3.2% |
| 3M | +5.8% | -0.8% | +6.6% | +5.7% |
| 6M | +14.3% | -9.0% | +23.3% | +15.3% |
| YTD | +27.3% | +16.8% | +10.5% | +24.2% |
| 1Y | +33.2% | +9.5% | +23.7% | +30.9% |
| 3Y | +64.5% | +45.4% | +19.1% | +54.9% |
| 5Y | +83.1% | +37.8% | +45.3% | +72.9% |
| 10Y | +183.9% | +470.2% | -286.3% | +128.8% |
| All | +454.0% | +6,969.6% | -6,515.7% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling