+526.0%
KO vs TPR
+7,380.8%
-6,854.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | +1.4% | -23.0% | +24.4% | +4.8% |
| 3M | +15.4% | -12.5% | +27.9% | +17.0% |
| 6M | +14.3% | -21.4% | +35.7% | +17.3% |
| YTD | +27.7% | -3.5% | +31.2% | +27.1% |
| 1Y | +32.7% | +17.4% | +15.3% | +28.2% |
| 3Y | +62.2% | +291.3% | -229.1% | +28.9% |
| 5Y | +80.0% | +241.9% | -161.9% | +42.3% |
| 10Y | +175.6% | +322.7% | -147.0% | +93.7% |
| All | +526.0% | +7,380.8% | -6,854.8% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling