+65.5%
KO vs TPR
+292.6%
-227.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.5% |
| 7D | +0.4% | -3.4% | +3.8% | +0.5% |
| 30D | +1.5% | -27.3% | +28.8% | +2.5% |
| 3M | +11.8% | -16.2% | +28.0% | +12.3% |
| 6M | +16.2% | -17.9% | +34.1% | +16.8% |
| YTD | +28.1% | -7.1% | +35.2% | +28.3% |
| 1Y | +34.8% | +13.6% | +21.1% | +34.2% |
| 3Y | +65.5% | +293.7% | -228.3% | +55.9% |
| All | +65.5% | +292.6% | -227.2% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling