+2.6%
TSM vs KO
+24.9%
-22.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -2.0% |
| 7D | +14.8% | +1.8% | +13.1% | +16.6% |
| 30D | -8.9% | +8.1% | -17.0% | -1.9% |
| 3M | -5.3% | +13.0% | -18.3% | +6.1% |
| 6M | +2.6% | +23.3% | -20.7% | +27.0% |
| All | +2.6% | +24.9% | -22.3% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling