+43.2%
KO vs TPR
+20.9%
+22.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.8% |
| 7D | +4.4% | +12.6% | -8.2% | +3.5% |
| 30D | +10.7% | +7.1% | +3.6% | +10.1% |
| 3M | +11.3% | -19.4% | +30.7% | +12.3% |
| 6M | +24.0% | -9.7% | +33.8% | +24.1% |
| YTD | +39.7% | -1.0% | +40.7% | +39.6% |
| 1Y | +43.2% | +19.3% | +23.9% | +42.7% |
| All | +43.2% | +20.9% | +22.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling