+420.2%
KO vs RBA
+3,492.7%
-3,072.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +1.5% | -13.2% | +14.7% | +3.2% |
| 3M | +11.8% | -21.4% | +33.2% | +14.7% |
| 6M | +16.2% | -20.9% | +37.1% | +19.0% |
| YTD | +28.1% | -19.9% | +47.9% | +30.6% |
| 1Y | +34.8% | -28.7% | +63.4% | +39.3% |
| 3Y | +65.5% | +27.4% | +38.1% | +58.0% |
| 5Y | +81.6% | +41.7% | +39.8% | +68.9% |
| 10Y | +176.7% | +189.6% | -12.9% | +131.1% |
| All | +420.2% | +3,492.7% | -3,072.6% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling