+13,634.3%
TSM vs KO
+506.2%
+13,128.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.3% |
| 30D | +3.6% | +1.4% | +2.2% | +3.0% |
| 3M | -3.4% | +15.4% | -18.8% | -8.8% |
| 6M | +20.6% | +14.3% | +6.3% | +14.1% |
| YTD | +41.9% | +27.7% | +14.2% | +28.8% |
| 1Y | +84.4% | +32.7% | +51.7% | +64.5% |
| 3Y | +380.2% | +62.2% | +318.0% | +288.5% |
| 5Y | +275.3% | +80.0% | +195.3% | +189.2% |
| 10Y | +1,751.4% | +175.6% | +1,575.8% | +1,086.2% |
| All | +13,634.3% | +506.2% | +13,128.1% | +4,982.4% |
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 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