+83.1%
KO vs TFC
+14.0%
+69.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -1.1% | -2.5% | +1.4% | -0.8% |
| 30D | +1.6% | -2.8% | +4.4% | +1.9% |
| 3M | +5.8% | +2.1% | +3.6% | +5.5% |
| 6M | +14.3% | +10.1% | +4.2% | +13.0% |
| YTD | +27.3% | +5.4% | +21.9% | +26.3% |
| 1Y | +33.2% | +16.3% | +16.8% | +30.6% |
| 3Y | +64.5% | +95.9% | -31.4% | +48.2% |
| 5Y | +83.1% | +16.0% | +67.1% | +80.7% |
| All | +83.1% | +14.0% | +69.1% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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