+32.7%
KO vs TSN
-5.8%
+38.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -1.8% | -6.3% | +4.5% | -0.7% |
| 30D | +1.4% | -10.8% | +12.2% | +3.6% |
| 3M | +15.4% | -8.8% | +24.1% | +17.4% |
| 6M | +14.3% | -16.8% | +31.1% | +17.9% |
| YTD | +27.7% | -10.0% | +37.7% | +29.2% |
| 1Y | +32.7% | -5.3% | +37.9% | +31.8% |
| All | +32.7% | -5.8% | +38.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling