+177.9%
KO vs RL
+308.3%
-130.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | +1.6% | -15.3% | +16.9% | +3.9% |
| 3M | +5.8% | -10.3% | +16.1% | +7.2% |
| 6M | +14.3% | -2.2% | +16.5% | +14.0% |
| YTD | +27.3% | -4.3% | +31.6% | +27.2% |
| 1Y | +33.2% | +8.9% | +24.3% | +30.4% |
| 3Y | +64.5% | +201.4% | -136.9% | +32.6% |
| 5Y | +83.1% | +230.6% | -147.5% | +41.4% |
| All | +177.9% | +308.3% | -130.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling