+81.6%
KO vs ROK
+44.7%
+36.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | +1.6% | -5.4% | +7.0% | +2.0% |
| 3M | +5.8% | -4.0% | +9.7% | +5.9% |
| 6M | +14.3% | +13.3% | +0.9% | +12.6% |
| YTD | +27.3% | +9.3% | +18.0% | +25.6% |
| 1Y | +33.2% | +25.8% | +7.4% | +29.4% |
| 3Y | +64.5% | +49.1% | +15.4% | +54.8% |
| All | +81.6% | +44.7% | +36.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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