+95.1%
KO vs ROIV
+232.7%
-137.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.8% | +0.6% | -2.4% | -1.8% |
| 30D | +1.4% | +1.0% | +0.5% | +1.4% |
| 3M | +15.4% | +18.3% | -2.9% | +15.1% |
| 6M | +14.3% | +18.3% | -4.1% | +13.9% |
| YTD | +27.7% | +61.0% | -33.3% | +26.6% |
| 1Y | +32.7% | +177.9% | -145.2% | +30.3% |
| 3Y | +62.2% | +199.1% | -136.9% | +58.7% |
| 5Y | +80.0% | +250.7% | -170.7% | +71.3% |
| All | +95.1% | +232.7% | -137.6% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling