+63.8%
KO vs RMBS
+55.3%
+8.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | +0.2% | +1.8% | -1.5% | +0.4% |
| 30D | +1.8% | -13.9% | +15.7% | +1.0% |
| 3M | +7.7% | -39.8% | +47.5% | +5.3% |
| 6M | +15.3% | -6.0% | +21.3% | +15.4% |
| YTD | +28.0% | -5.4% | +33.3% | +28.4% |
| 1Y | +34.3% | -1.8% | +36.1% | +35.2% |
| 3Y | +63.8% | +53.7% | +10.1% | +68.1% |
| All | +63.8% | +55.3% | +8.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2023-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RMBS 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling