+43.4%
KO vs RDW
-11.3%
+54.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.8% | +19.7% | -0.8% |
| 7D | +3.1% | -32.4% | +35.6% | +1.7% |
| 30D | +11.1% | -41.7% | +52.8% | +9.1% |
| 3M | +10.9% | -42.3% | +53.2% | +9.1% |
| 6M | +23.5% | -28.8% | +52.3% | +21.7% |
| YTD | +39.6% | -18.6% | +58.1% | +38.3% |
| 1Y | +43.4% | -15.2% | +58.7% | +42.2% |
| All | +43.4% | -11.3% | +54.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling