+4,815.5%
KO vs ROL
+9,850.6%
-5,035.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +3.7% | +3.0% | +0.8% | +3.1% |
| 30D | +8.1% | +19.8% | -11.6% | +4.0% |
| 3M | +14.2% | +7.9% | +6.3% | +12.2% |
| 6M | +25.2% | -25.6% | +50.9% | +32.6% |
| YTD | +44.7% | -34.1% | +78.9% | +56.9% |
| 1Y | +43.4% | -31.4% | +74.8% | +54.0% |
| 3Y | +90.1% | +4.7% | +85.4% | +85.8% |
| 5Y | +103.0% | +15.6% | +87.3% | +92.2% |
| 10Y | +229.8% | +220.6% | +9.2% | +148.4% |
| All | +4,815.5% | +9,850.6% | -5,035.1% | +1,579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling