+81.7%
KO vs TLT
-34.2%
+115.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | +8.3% | -2.9% | +11.2% | +8.7% |
| 6M | +14.0% | -6.3% | +20.3% | +14.9% |
| YTD | +26.9% | -3.3% | +30.3% | +27.4% |
| 1Y | +32.7% | -4.2% | +36.9% | +33.3% |
| 3Y | +63.9% | -1.7% | +65.6% | +64.2% |
| 5Y | +81.7% | -34.9% | +116.6% | +79.0% |
| All | +81.7% | -34.2% | +115.9% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling