+81.6%
KO vs RMD
-22.6%
+104.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -4.2% | +3.1% | -0.6% |
| 30D | +1.6% | -2.1% | +3.6% | +1.8% |
| 3M | +5.8% | +13.8% | -8.0% | +4.0% |
| 6M | +14.3% | -10.6% | +24.9% | +15.4% |
| YTD | +27.3% | -8.1% | +35.4% | +28.0% |
| 1Y | +33.2% | -18.0% | +51.1% | +35.6% |
| 3Y | +64.5% | +52.9% | +11.6% | +50.3% |
| All | +81.6% | -22.6% | +104.2% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling