+464.2%
KO vs RMBS
+1,337.5%
-873.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +5.8% | -38.2% | +44.0% | +6.9% |
| 6M | +14.3% | -4.8% | +19.0% | +13.6% |
| YTD | +27.3% | -7.1% | +34.4% | +26.3% |
| 1Y | +33.2% | +10.7% | +22.5% | +31.0% |
| 3Y | +64.5% | +54.5% | +10.0% | +58.1% |
| 5Y | +83.1% | +261.7% | -178.5% | +69.6% |
| 10Y | +183.9% | +551.5% | -367.6% | +155.8% |
| All | +464.2% | +1,337.5% | -873.3% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling