+81.6%
KO vs TGT
-25.9%
+107.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.5% |
| 7D | -1.1% | -5.0% | +3.9% | -0.5% |
| 30D | +1.6% | +3.0% | -1.5% | +1.1% |
| 3M | +5.8% | +22.6% | -16.9% | +3.0% |
| 6M | +14.3% | +31.2% | -16.9% | +10.3% |
| YTD | +27.3% | +63.7% | -36.4% | +19.6% |
| 1Y | +33.2% | +78.5% | -45.3% | +23.6% |
| 3Y | +64.5% | +40.5% | +23.9% | +52.4% |
| All | +81.6% | -25.9% | +107.5% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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