+1,643.1%
TSM vs KO
+229.0%
+1,414.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.0% |
| 7D | +6.2% | +3.7% | +2.5% | +5.5% |
| 30D | -7.3% | +8.1% | -15.4% | -8.7% |
| 3M | -7.1% | +14.2% | -21.3% | -9.7% |
| 6M | +0.2% | +25.2% | -25.0% | -4.9% |
| YTD | +32.2% | +44.7% | -12.5% | +20.7% |
| 1Y | +42.8% | +43.4% | -0.6% | +30.5% |
| 3Y | +330.4% | +90.1% | +240.3% | +247.7% |
| 5Y | +263.9% | +103.0% | +161.0% | +182.9% |
| All | +1,643.1% | +229.0% | +1,414.1% | +1,026.3% |
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