+81.7%
KO vs ROIV
+319.8%
-238.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -0.8% | +22.3% | -23.1% | -1.0% |
| 30D | +0.8% | +16.9% | -16.1% | +0.6% |
| 3M | +8.3% | +43.9% | -35.6% | +7.8% |
| 6M | +14.0% | +41.6% | -27.5% | +13.5% |
| YTD | +26.9% | +92.7% | -65.8% | +25.6% |
| 1Y | +32.7% | +210.2% | -177.5% | +30.3% |
| 3Y | +63.9% | +231.8% | -167.9% | +60.4% |
| 5Y | +81.7% | +319.8% | -238.1% | +68.5% |
| All | +81.7% | +319.8% | -238.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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