+651.6%
KO vs TMF
-72.0%
+723.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.8% |
| 7D | +3.7% | -9.3% | +13.0% | +3.2% |
| 30D | +8.1% | +1.9% | +6.2% | +8.3% |
| 3M | +14.2% | -11.2% | +25.4% | +13.5% |
| 6M | +25.2% | -17.7% | +42.9% | +23.9% |
| YTD | +44.7% | -24.5% | +69.2% | +42.7% |
| 1Y | +43.4% | -29.4% | +72.8% | +40.8% |
| 3Y | +90.1% | -33.4% | +123.5% | +87.8% |
| 5Y | +103.0% | -88.7% | +191.7% | +75.8% |
| 10Y | +229.8% | -82.5% | +312.3% | +205.4% |
| All | +651.6% | -72.0% | +723.6% | +696.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling