+64.7%
KO vs TPG
+71.4%
-6.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +0.4% |
| 7D | -1.1% | -11.8% | +10.7% | -0.9% |
| 30D | +1.6% | -6.3% | +7.8% | +1.7% |
| 3M | +5.8% | +13.6% | -7.8% | +5.5% |
| 6M | +14.3% | +13.8% | +0.4% | +14.0% |
| YTD | +27.3% | -23.7% | +51.0% | +28.5% |
| 1Y | +33.2% | -18.2% | +51.3% | +33.9% |
| 3Y | +64.5% | +80.1% | -15.7% | +52.3% |
| All | +64.7% | +71.4% | -6.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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