+4,250.2%
KO vs TXT
+2,083.0%
+2,167.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +1.5% | -11.1% | +12.6% | +3.7% |
| 3M | +11.8% | -13.0% | +24.8% | +14.4% |
| 6M | +16.2% | -16.2% | +32.4% | +19.6% |
| YTD | +28.1% | -8.7% | +36.8% | +29.5% |
| 1Y | +34.8% | -3.8% | +38.5% | +34.7% |
| 3Y | +65.5% | +5.5% | +59.9% | +60.3% |
| 5Y | +81.6% | +12.3% | +69.3% | +71.5% |
| 10Y | +176.7% | +97.4% | +79.3% | +123.3% |
| All | +4,250.2% | +2,083.0% | +2,167.2% | +1,238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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