+4,210.3%
KO vs TSN
+896.6%
+3,313.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.8% | -7.3% | +6.5% | +0.4% |
| 30D | +0.8% | -8.6% | +9.4% | +2.2% |
| 3M | +8.3% | -7.5% | +15.9% | +9.6% |
| 6M | +14.0% | -14.1% | +28.2% | +16.7% |
| YTD | +26.9% | -9.4% | +36.3% | +28.6% |
| 1Y | +32.7% | -4.1% | +36.8% | +33.0% |
| 3Y | +63.9% | +10.3% | +53.6% | +59.7% |
| 5Y | +81.7% | -19.7% | +101.4% | +85.3% |
| 10Y | +183.0% | -7.0% | +190.0% | +174.4% |
| All | +4,210.3% | +896.6% | +3,313.7% | +1,993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling