+2,209.3%
KO vs RCL
+5,601.3%
-3,392.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +3.7% | -1.2% | +4.9% | +3.9% |
| 30D | +8.1% | +17.8% | -9.7% | +6.2% |
| 3M | +14.2% | +4.9% | +9.3% | +13.4% |
| 6M | +25.2% | +23.7% | +1.5% | +21.7% |
| YTD | +44.7% | +17.8% | +26.9% | +40.5% |
| 1Y | +43.4% | +28.9% | +14.4% | +37.7% |
| 3Y | +90.1% | +241.9% | -151.8% | +60.3% |
| 5Y | +103.0% | +295.4% | -192.5% | +62.8% |
| 10Y | +229.8% | +344.1% | -114.3% | +139.4% |
| All | +2,209.3% | +5,601.3% | -3,392.0% | +982.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling