+97.0%
KO vs TXG
+22.9%
+74.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -1.1% | +5.0% | -6.1% | -1.2% |
| 30D | +1.6% | +13.5% | -11.9% | +1.2% |
| 3M | +5.8% | +128.0% | -122.3% | +3.4% |
| 6M | +14.3% | +224.4% | -210.2% | +10.4% |
| YTD | +27.3% | +307.0% | -279.7% | +21.9% |
| 1Y | +33.2% | +427.2% | -394.1% | +26.1% |
| 3Y | +64.5% | +40.2% | +24.3% | +62.5% |
| 5Y | +83.1% | -64.0% | +147.1% | +87.0% |
| All | +97.0% | +22.9% | +74.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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