+99.3%
KO vs TPR
+223.9%
-124.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.8% | -1.1% | +2.9% | +1.9% |
| 30D | +8.1% | +15.1% | -7.0% | +7.0% |
| 3M | +13.0% | -13.4% | +26.4% | +13.9% |
| 6M | +23.3% | +1.4% | +21.9% | +22.7% |
| YTD | +42.1% | +4.8% | +37.3% | +40.8% |
| 1Y | +39.9% | +29.2% | +10.7% | +36.6% |
| 3Y | +87.3% | +403.7% | -316.4% | +57.6% |
| 5Y | +99.3% | +230.8% | -131.6% | +77.7% |
| All | +99.3% | +223.9% | -124.7% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling