+512.6%
KO vs RL
+1,517.3%
-1,004.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.0% |
| 7D | +3.7% | +2.6% | +1.2% | +3.3% |
| 30D | +8.1% | +2.9% | +5.2% | +7.6% |
| 3M | +14.2% | 0.0% | +14.2% | +14.0% |
| 6M | +25.2% | +17.1% | +8.1% | +21.6% |
| YTD | +44.7% | +10.1% | +34.6% | +41.4% |
| 1Y | +43.4% | +17.3% | +26.0% | +38.7% |
| 3Y | +90.1% | +249.3% | -159.3% | +51.6% |
| 5Y | +103.0% | +240.9% | -138.0% | +59.4% |
| 10Y | +229.8% | +337.3% | -107.5% | +135.8% |
| All | +512.6% | +1,517.3% | -1,004.7% | +223.0% |
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