+12,702.2%
TSM vs KO
+587.2%
+12,115.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -2.3% |
| 7D | +6.2% | +3.7% | +2.5% | +4.9% |
| 30D | -7.3% | +8.1% | -15.4% | -9.9% |
| 3M | -7.1% | +14.2% | -21.3% | -11.6% |
| 6M | +0.2% | +25.2% | -25.0% | -8.2% |
| YTD | +32.2% | +44.7% | -12.5% | +14.7% |
| 1Y | +42.8% | +43.4% | -0.6% | +24.1% |
| 3Y | +330.4% | +90.1% | +240.3% | +228.8% |
| 5Y | +263.9% | +103.0% | +161.0% | +168.6% |
| 10Y | +1,580.2% | +229.8% | +1,350.4% | +906.5% |
| All | +12,702.2% | +587.2% | +12,115.0% | +4,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling