+440.4%
KO vs RL
+1,366.2%
-925.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | +1.4% | -7.8% | +9.2% | +2.6% |
| 3M | +15.4% | -4.0% | +19.4% | +15.8% |
| 6M | +14.3% | -1.9% | +16.2% | +13.9% |
| YTD | +27.7% | -0.2% | +27.8% | +26.7% |
| 1Y | +32.7% | +10.7% | +22.0% | +29.5% |
| 3Y | +62.2% | +210.8% | -148.6% | +31.7% |
| 5Y | +80.0% | +238.2% | -158.2% | +41.1% |
| 10Y | +175.6% | +313.4% | -137.7% | +98.8% |
| All | +440.4% | +1,366.2% | -925.8% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling