+622.7%
KO vs TNA
+924.1%
-301.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +0.2% | -7.3% | +7.5% | +1.1% |
| 30D | +1.8% | -14.2% | +16.0% | +3.5% |
| 3M | +7.7% | -4.6% | +12.2% | +7.9% |
| 6M | +15.3% | +36.9% | -21.7% | +10.0% |
| YTD | +28.0% | +42.5% | -14.6% | +21.1% |
| 1Y | +34.3% | +45.8% | -11.5% | +25.9% |
| 3Y | +63.8% | +104.7% | -40.9% | +39.0% |
| 5Y | +84.1% | -21.7% | +105.8% | +66.1% |
| 10Y | +185.4% | +83.8% | +101.6% | +97.3% |
| All | +622.7% | +924.1% | -301.4% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling