+90.1%
KO vs ROL
+5.9%
+84.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +3.7% | +3.0% | +0.8% | +3.0% |
| 30D | +8.1% | +19.8% | -11.6% | +3.6% |
| 3M | +14.2% | +7.9% | +6.3% | +12.0% |
| 6M | +25.2% | -25.6% | +50.9% | +33.5% |
| YTD | +44.7% | -34.1% | +78.9% | +57.9% |
| 1Y | +43.4% | -31.4% | +74.8% | +54.7% |
| 3Y | +90.1% | +4.7% | +85.4% | +90.6% |
| All | +90.1% | +5.9% | +84.2% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling