+62.4%
KO vs TER
+284.0%
-221.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.7% |
| 7D | -0.8% | +12.4% | -13.1% | -0.1% |
| 30D | +0.8% | +5.1% | -4.3% | +1.1% |
| 3M | +8.3% | +4.0% | +4.4% | +9.0% |
| 6M | +14.0% | +29.5% | -15.5% | +15.9% |
| YTD | +26.9% | +98.5% | -71.6% | +31.7% |
| 1Y | +32.7% | +234.1% | -201.4% | +40.7% |
| All | +62.4% | +284.0% | -221.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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