+62.9%
KO vs TRU
-2.2%
+65.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -9.4% | +8.3% | -0.9% |
| 30D | +1.6% | -4.1% | +5.7% | +1.7% |
| 3M | +5.8% | +13.6% | -7.8% | +5.7% |
| 6M | +14.3% | +3.6% | +10.7% | +14.3% |
| YTD | +27.3% | -9.8% | +37.1% | +27.5% |
| 1Y | +33.2% | -13.6% | +46.8% | +33.3% |
| All | +62.9% | -2.2% | +65.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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