+92.1%
KO vs TE
-49.8%
+141.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.0% | -0.9% |
| 7D | -0.8% | +15.0% | -15.8% | -0.6% |
| 30D | +0.8% | -7.5% | +8.3% | +0.7% |
| 3M | +8.3% | -42.0% | +50.3% | +8.0% |
| 6M | +14.0% | -31.4% | +45.5% | +13.9% |
| YTD | +26.9% | -26.5% | +53.4% | +26.8% |
| 1Y | +32.7% | +153.1% | -120.4% | +32.6% |
| 3Y | +63.9% | -20.7% | +84.6% | +66.0% |
| 5Y | +81.7% | -45.4% | +127.2% | +84.5% |
| All | +92.1% | -49.8% | +141.9% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling