+733.5%
KO vs TLT
+124.5%
+609.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | +3.7% | -3.1% | +6.8% | +3.1% |
| 30D | +8.1% | +1.0% | +7.1% | +8.4% |
| 3M | +14.2% | -2.7% | +16.9% | +13.5% |
| 6M | +25.2% | -4.1% | +29.4% | +24.1% |
| YTD | +44.7% | -5.4% | +50.1% | +43.1% |
| 1Y | +43.4% | -7.0% | +50.4% | +41.3% |
| 3Y | +90.1% | +2.8% | +87.2% | +92.2% |
| 5Y | +103.0% | -35.4% | +138.3% | +80.5% |
| 10Y | +229.8% | -13.1% | +242.9% | +223.0% |
| All | +733.5% | +124.5% | +609.0% | +988.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling