+58.1%
KO vs TLN
+571.8%
-513.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.1% |
| 7D | -1.1% | +2.0% | -3.1% | -0.9% |
| 30D | +1.6% | -12.9% | +14.5% | +0.6% |
| 3M | +5.8% | -7.4% | +13.2% | +5.4% |
| 6M | +14.3% | -6.0% | +20.3% | +14.3% |
| YTD | +27.3% | -16.9% | +44.2% | +26.6% |
| 1Y | +33.2% | -22.6% | +55.8% | +32.2% |
| 3Y | +64.5% | +469.0% | -404.6% | +74.4% |
| All | +58.1% | +571.8% | -513.7% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling