+48.6%
KO vs TEM
+46.9%
+1.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +0.3% |
| 7D | -1.1% | -9.2% | +8.1% | -1.3% |
| 30D | +1.6% | +5.5% | -3.9% | +1.7% |
| 3M | +5.8% | +18.7% | -13.0% | +6.2% |
| 6M | +14.3% | +15.4% | -1.1% | +14.9% |
| YTD | +27.3% | -0.5% | +27.8% | +27.8% |
| 1Y | +33.2% | -24.8% | +58.0% | +33.4% |
| All | +48.6% | +46.9% | +1.8% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling