+177.9%
KO vs ROL
+210.1%
-32.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | +1.6% | -6.6% | +8.2% | +3.3% |
| 3M | +5.8% | -27.3% | +33.1% | +14.6% |
| 6M | +14.3% | -38.1% | +52.4% | +28.9% |
| YTD | +27.3% | -41.8% | +69.1% | +45.4% |
| 1Y | +33.2% | -37.8% | +71.0% | +49.2% |
| 3Y | +64.5% | -0.3% | +64.8% | +61.4% |
| 5Y | +83.1% | -5.1% | +88.2% | +78.8% |
| All | +177.9% | +210.1% | -32.2% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling