+120.7%
KO vs RKT
-11.2%
+131.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.8% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | +0.8% | -2.4% | +3.2% | +0.8% |
| 3M | +8.3% | +1.9% | +6.4% | +8.1% |
| 6M | +14.0% | -13.9% | +27.9% | +14.3% |
| YTD | +26.9% | -30.6% | +57.5% | +27.9% |
| 1Y | +32.7% | -34.4% | +67.0% | +33.8% |
| 3Y | +63.9% | +38.2% | +25.8% | +58.8% |
| 5Y | +81.7% | -9.7% | +91.4% | +75.3% |
| All | +120.7% | -11.2% | +131.9% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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