+99.1%
KO vs ROIV
+421.8%
-322.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +1.8% | +9.5% | -7.6% | +1.7% |
| 30D | +8.7% | +21.0% | -12.3% | +8.4% |
| 3M | +13.5% | +18.7% | -5.2% | +13.2% |
| 6M | +25.6% | +44.5% | -18.9% | +24.9% |
| YTD | +42.3% | +92.9% | -50.6% | +40.6% |
| 1Y | +39.9% | +100.2% | -60.4% | +38.1% |
| 3Y | +87.5% | +375.0% | -287.5% | +82.0% |
| 5Y | +99.1% | +435.2% | -336.1% | +86.8% |
| All | +99.1% | +421.8% | -322.8% | +86.8% |
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