+4,224.1%
KO vs TMO
+8,096.9%
-3,872.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.1% | -2.5% | +1.4% | -0.6% |
| 30D | +1.6% | -0.3% | +1.9% | +1.6% |
| 3M | +5.8% | +25.3% | -19.5% | +1.0% |
| 6M | +14.3% | +20.9% | -6.6% | +9.4% |
| YTD | +27.3% | +4.3% | +23.0% | +25.2% |
| 1Y | +33.2% | +27.0% | +6.1% | +25.6% |
| 3Y | +64.5% | +17.5% | +47.0% | +55.7% |
| 5Y | +83.1% | +6.9% | +76.2% | +74.5% |
| 10Y | +183.9% | +332.0% | -148.1% | +100.6% |
| All | +4,224.1% | +8,096.9% | -3,872.8% | +1,399.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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