+1,672.6%
TSM vs KO
+223.0%
+1,449.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | +1.8% | +13.1% | +14.5% |
| 30D | -8.9% | +8.1% | -17.0% | -10.4% |
| 3M | -5.3% | +13.0% | -18.3% | -7.7% |
| 6M | +2.6% | +23.3% | -20.7% | -2.4% |
| YTD | +34.5% | +42.1% | -7.6% | +23.1% |
| 1Y | +41.0% | +39.9% | +1.1% | +29.6% |
| 3Y | +333.1% | +87.3% | +245.8% | +250.5% |
| 5Y | +270.1% | +99.3% | +170.8% | +188.7% |
| All | +1,672.6% | +223.0% | +1,449.6% | +1,049.4% |
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