+86.1%
KO vs TOST
-50.3%
+136.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -0.8% | -4.7% | +3.9% | -0.7% |
| 30D | +0.8% | -9.1% | +9.9% | +1.0% |
| 3M | +8.3% | +29.8% | -21.5% | +7.7% |
| 6M | +14.0% | +10.0% | +4.0% | +13.7% |
| YTD | +26.9% | -8.6% | +35.5% | +27.1% |
| 1Y | +32.7% | -20.7% | +53.4% | +33.3% |
| 3Y | +63.9% | +55.7% | +8.2% | +60.1% |
| All | +86.1% | -50.3% | +136.4% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling