+62.9%
KO vs TTMI
+844.7%
-781.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.3% |
| 7D | -1.1% | +6.0% | -7.1% | -0.8% |
| 30D | +1.6% | -6.4% | +8.0% | +1.4% |
| 3M | +5.8% | -28.9% | +34.7% | +5.0% |
| 6M | +14.3% | +26.9% | -12.6% | +14.8% |
| YTD | +27.3% | +77.3% | -50.0% | +29.3% |
| 1Y | +33.2% | +147.5% | -114.3% | +36.6% |
| All | +62.9% | +844.7% | -781.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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