+578.9%
KO vs TTMI
+497.9%
+81.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.7% |
| 7D | -0.8% | +7.5% | -8.3% | -1.2% |
| 30D | +0.8% | -4.5% | +5.3% | +0.9% |
| 3M | +8.3% | -28.5% | +36.9% | +9.5% |
| 6M | +14.0% | +28.4% | -14.3% | +11.1% |
| YTD | +26.9% | +80.1% | -53.2% | +20.9% |
| 1Y | +32.7% | +161.0% | -128.4% | +23.2% |
| 3Y | +63.9% | +862.4% | -798.5% | +39.2% |
| 5Y | +81.7% | +812.9% | -731.2% | +53.4% |
| 10Y | +183.0% | +1,094.7% | -911.7% | +131.5% |
| All | +578.9% | +497.9% | +81.0% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling