+340.1%
KO vs TRGP
+2,246.2%
-1,906.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +1.6% | +10.0% | -8.4% | +0.7% |
| 3M | +5.8% | +7.6% | -1.9% | +5.0% |
| 6M | +14.3% | +26.8% | -12.5% | +11.8% |
| YTD | +27.3% | +60.6% | -33.2% | +22.0% |
| 1Y | +33.2% | +82.5% | -49.3% | +26.1% |
| 3Y | +64.5% | +265.0% | -200.5% | +45.3% |
| 5Y | +83.1% | +645.9% | -562.8% | +50.8% |
| 10Y | +183.9% | +850.6% | -666.7% | +115.7% |
| All | +340.1% | +2,246.2% | -1,906.1% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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