+1,757.2%
TSM vs KO
+183.3%
+1,573.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | +1.4% | +1.6% | -0.1% | +1.0% |
| 3M | +5.0% | +5.8% | -0.8% | +3.3% |
| 6M | +24.0% | +14.3% | +9.7% | +19.3% |
| YTD | +41.6% | +27.3% | +14.3% | +32.3% |
| 1Y | +66.2% | +33.2% | +33.0% | +52.8% |
| 3Y | +398.2% | +64.5% | +333.7% | +313.2% |
| 5Y | +277.6% | +83.1% | +194.5% | +195.7% |
| All | +1,757.2% | +183.3% | +1,573.8% | +1,080.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 10y: compounded portfolio wealth divided by compounded KO 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…
10y analysis · Full analysis span regression · 6 months rolling