+81.6%
KO vs TSN
-18.0%
+99.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -1.1% | +1.4% | -2.5% | -1.4% |
| 30D | +1.6% | -6.2% | +7.7% | +3.0% |
| 3M | +5.8% | -5.7% | +11.4% | +7.1% |
| 6M | +14.3% | -11.4% | +25.6% | +17.1% |
| YTD | +27.3% | -8.2% | +35.5% | +29.1% |
| 1Y | +33.2% | -2.0% | +35.2% | +32.6% |
| 3Y | +64.5% | +11.9% | +52.6% | +57.1% |
| All | +81.6% | -18.0% | +99.6% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling