+1,943.8%
KO vs RCL
+4,537.3%
-2,593.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +1.5% | -17.3% | +18.8% | +3.6% |
| 3M | +11.8% | -2.8% | +14.6% | +11.9% |
| 6M | +16.2% | -4.4% | +20.6% | +16.1% |
| YTD | +28.1% | -4.2% | +32.3% | +27.4% |
| 1Y | +34.8% | -23.4% | +58.1% | +37.0% |
| 3Y | +65.5% | +179.4% | -113.9% | +42.7% |
| 5Y | +81.6% | +238.8% | -157.2% | +48.1% |
| 10Y | +176.7% | +350.2% | -173.5% | +100.7% |
| All | +1,943.8% | +4,537.3% | -2,593.5% | +881.9% |
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