+81.6%
KO vs TE
-48.4%
+130.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.2% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | +1.6% | -16.3% | +17.8% | +1.4% |
| 3M | +5.8% | -40.8% | +46.5% | +5.4% |
| 6M | +14.3% | -42.6% | +56.9% | +14.0% |
| YTD | +27.3% | -31.4% | +58.8% | +27.1% |
| 1Y | +33.2% | +144.9% | -111.7% | +32.9% |
| 3Y | +64.5% | -26.0% | +90.5% | +67.0% |
| All | +81.6% | -48.4% | +130.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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