+4,210.3%
KO vs ROK
+15,563.1%
-11,352.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +0.8% | -1.8% | +2.6% | +1.1% |
| 3M | +8.3% | -7.2% | +15.5% | +9.5% |
| 6M | +14.0% | +14.2% | -0.1% | +10.3% |
| YTD | +26.9% | +10.6% | +16.3% | +23.1% |
| 1Y | +32.7% | +25.9% | +6.8% | +25.1% |
| 3Y | +63.9% | +50.8% | +13.2% | +45.4% |
| 5Y | +81.7% | +47.0% | +34.7% | +59.0% |
| 10Y | +183.0% | +354.9% | -171.9% | +90.5% |
| All | +4,210.3% | +15,563.1% | -11,352.8% | +922.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling