+179.3%
KO vs TLT
-20.5%
+199.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.2% | -1.6% | +1.9% | +0.1% |
| 30D | +1.8% | -1.1% | +3.0% | +1.7% |
| 3M | +7.7% | -4.9% | +12.5% | +7.2% |
| 6M | +15.3% | -5.0% | +20.3% | +14.8% |
| YTD | +28.0% | -4.4% | +32.3% | +27.5% |
| 1Y | +34.3% | -6.4% | +40.6% | +33.5% |
| 3Y | +63.8% | -2.0% | +65.8% | +63.9% |
| 5Y | +84.1% | -35.0% | +119.1% | +65.6% |
| All | +179.3% | -20.5% | +199.9% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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