+32.7%
KO vs ROL
-35.4%
+68.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.8% | -1.4% | -0.3% | -1.5% |
| 30D | +1.4% | -4.1% | +5.5% | +2.3% |
| 3M | +15.4% | -22.5% | +37.9% | +21.2% |
| 6M | +14.3% | -37.7% | +51.9% | +24.0% |
| YTD | +27.7% | -39.6% | +67.2% | +38.0% |
| 1Y | +32.7% | -36.0% | +68.7% | +41.9% |
| All | +32.7% | -35.4% | +68.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling