+81.6%
KO vs RCL
+223.4%
-141.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.1% | -2.5% | +1.4% | -1.0% |
| 30D | +1.6% | -15.7% | +17.2% | +2.3% |
| 3M | +5.8% | -3.6% | +9.4% | +5.9% |
| 6M | +14.3% | -8.7% | +22.9% | +14.5% |
| YTD | +27.3% | -6.2% | +33.5% | +27.1% |
| 1Y | +33.2% | -22.9% | +56.0% | +34.1% |
| 3Y | +64.5% | +173.6% | -109.1% | +51.2% |
| All | +81.6% | +223.4% | -141.8% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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