+32.7%
KO vs RDW
+24.9%
+7.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.8% |
| 7D | -1.8% | -3.1% | +1.4% | -1.9% |
| 30D | +1.4% | -1.8% | +3.2% | +1.4% |
| 3M | +15.4% | -50.9% | +66.2% | +13.9% |
| 6M | +14.3% | +13.5% | +0.8% | +14.6% |
| YTD | +27.7% | +38.6% | -10.9% | +29.2% |
| 1Y | +32.7% | +28.3% | +4.4% | +34.1% |
| All | +32.7% | +24.9% | +7.8% | +34.1% |
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