+83.1%
KO vs RBA
+36.6%
+46.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.8% |
| 30D | +1.6% | -9.8% | +11.3% | +2.4% |
| 3M | +5.8% | -23.5% | +29.2% | +7.8% |
| 6M | +14.3% | -21.5% | +35.8% | +16.2% |
| YTD | +27.3% | -21.2% | +48.5% | +29.0% |
| 1Y | +33.2% | -30.2% | +63.4% | +36.6% |
| 3Y | +64.5% | +25.3% | +39.1% | +58.1% |
| 5Y | +83.1% | +35.1% | +48.0% | +73.5% |
| All | +83.1% | +36.6% | +46.5% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling