+49.4%
KO vs TEM
+47.5%
+1.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | -8.7% | +8.9% | +0.1% |
| 30D | +1.8% | +8.1% | -6.2% | +2.0% |
| 3M | +7.7% | +19.0% | -11.3% | +8.1% |
| 6M | +15.3% | +12.0% | +3.2% | +15.8% |
| YTD | +28.0% | -0.1% | +28.0% | +28.4% |
| 1Y | +34.3% | -33.5% | +67.8% | +34.5% |
| All | +49.4% | +47.5% | +1.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling