+209.5%
KO vs TRU
+225.6%
-16.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -9.4% | +8.3% | +0.6% |
| 30D | +1.6% | -4.1% | +5.7% | +2.2% |
| 3M | +5.8% | +13.6% | -7.8% | +3.2% |
| 6M | +14.3% | +3.6% | +10.7% | +12.9% |
| YTD | +27.3% | -9.8% | +37.1% | +28.2% |
| 1Y | +33.2% | -13.6% | +46.8% | +34.8% |
| 3Y | +64.5% | -2.0% | +66.4% | +55.6% |
| 5Y | +83.1% | -35.8% | +118.9% | +91.1% |
| 10Y | +183.9% | +142.9% | +41.0% | +120.4% |
| All | +209.5% | +225.6% | -16.1% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling