+4,224.1%
KO vs TXN
+21,413.5%
-17,189.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.3% |
| 30D | +1.6% | -8.0% | +9.5% | +2.4% |
| 3M | +5.8% | -7.8% | +13.5% | +6.2% |
| 6M | +14.3% | +32.4% | -18.1% | +9.8% |
| YTD | +27.3% | +51.7% | -24.4% | +20.3% |
| 1Y | +33.2% | +44.3% | -11.1% | +26.4% |
| 3Y | +64.5% | +71.3% | -6.8% | +51.0% |
| 5Y | +83.1% | +56.4% | +26.7% | +68.7% |
| 10Y | +183.9% | +410.2% | -226.3% | +127.9% |
| All | +4,224.1% | +21,413.5% | -17,189.4% | +1,518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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