+81.6%
KO vs TNA
-24.1%
+105.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | -1.1% | -7.6% | +6.5% | -0.8% |
| 30D | +1.6% | -13.6% | +15.2% | +2.2% |
| 3M | +5.8% | +2.8% | +2.9% | +5.5% |
| 6M | +14.3% | +34.5% | -20.2% | +12.1% |
| YTD | +27.3% | +41.0% | -13.7% | +24.2% |
| 1Y | +33.2% | +52.0% | -18.8% | +29.0% |
| 3Y | +64.5% | +103.5% | -39.0% | +50.3% |
| All | +81.6% | -24.1% | +105.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling