+635.2%
KO vs TLT
+130.6%
+504.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | -0.4% | -1.3% | -1.9% |
| 30D | +1.4% | -0.6% | +2.0% | +1.3% |
| 3M | +15.4% | -2.7% | +18.1% | +14.7% |
| 6M | +14.3% | -5.6% | +19.9% | +12.9% |
| YTD | +27.7% | -2.8% | +30.4% | +27.0% |
| 1Y | +32.7% | -1.4% | +34.1% | +32.4% |
| 3Y | +62.2% | -1.6% | +63.8% | +62.0% |
| 5Y | +80.0% | -33.8% | +113.8% | +60.8% |
| 10Y | +175.6% | -21.1% | +196.8% | +161.4% |
| All | +635.2% | +130.6% | +504.6% | +865.5% |
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