R² is 0.52: a reasonably reliable fit; the betas and the split below are worth reading at face value.
Note: the net move here (+25.4pp) is small relative to the systematic and idiosyncratic swings underneath it; they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.
Of KO's +25.4pp move over this window, +28.6pp (112% of the total magnitude) is idiosyncratic, not explained by riding market, sector, or rate moves. The rest (-3.2pp) came from systematic exposure: market -5.4pp, sector +2.2pp, rate +0.0pp.