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 (+24.7pp) 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 +24.7pp move over this window, +30.3pp (123% of the total magnitude) is idiosyncratic — not explained by riding market, sector, or rate moves. The rest (-5.6pp) came from systematic exposure: market -5.6pp, sector -0.0pp, rate -0.0pp.