+177.9%
KO vs RBA
+195.3%
-17.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | +1.6% | -9.8% | +11.3% | +2.9% |
| 3M | +5.8% | -23.5% | +29.2% | +9.2% |
| 6M | +14.3% | -21.5% | +35.8% | +17.4% |
| YTD | +27.3% | -21.2% | +48.5% | +30.3% |
| 1Y | +33.2% | -30.2% | +63.4% | +38.6% |
| 3Y | +64.5% | +25.3% | +39.1% | +55.3% |
| 5Y | +83.1% | +35.1% | +48.0% | +68.2% |
| All | +177.9% | +195.3% | -17.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling