+177.9%
KO vs RMBS
+554.0%
-376.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | +1.6% | -11.5% | +13.0% | +1.8% |
| 3M | +5.8% | -38.2% | +44.0% | +7.0% |
| 6M | +14.3% | -4.8% | +19.0% | +12.6% |
| YTD | +27.3% | -7.1% | +34.4% | +25.0% |
| 1Y | +33.2% | +10.7% | +22.5% | +28.4% |
| 3Y | +64.5% | +54.5% | +10.0% | +49.1% |
| 5Y | +83.1% | +261.7% | -178.5% | +39.6% |
| All | +177.9% | +554.0% | -376.2% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling