+79.7%
KO vs TLN
+710.8%
-631.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +1.6% |
| 7D | +3.7% | +11.0% | -7.3% | +4.6% |
| 30D | +8.1% | +4.9% | +3.2% | +8.7% |
| 3M | +14.2% | +4.9% | +9.3% | +15.1% |
| 6M | +25.2% | +7.1% | +18.1% | +26.7% |
| YTD | +44.7% | +0.3% | +44.4% | +46.5% |
| 1Y | +43.4% | +5.9% | +37.5% | +45.8% |
| 3Y | +90.1% | +578.5% | -488.4% | +104.1% |
| All | +79.7% | +710.8% | -631.1% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling