+43.2%
KO vs TMF
-23.9%
+67.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.8% |
| 7D | +4.4% | +4.0% | +0.5% | +4.1% |
| 30D | +10.7% | +19.5% | -8.7% | +9.4% |
| 3M | +11.3% | -3.5% | +14.9% | +11.0% |
| 6M | +24.0% | -10.6% | +34.6% | +23.8% |
| YTD | +39.7% | -17.1% | +56.8% | +40.6% |
| 1Y | +43.2% | -24.3% | +67.5% | +45.9% |
| All | +43.2% | -23.9% | +67.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling