+177.9%
KO vs ROP
+135.7%
+42.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.1% | -8.0% | +6.9% | +1.6% |
| 30D | +1.6% | -2.7% | +4.3% | +2.4% |
| 3M | +5.8% | +16.6% | -10.8% | +0.2% |
| 6M | +14.3% | +10.4% | +3.9% | +9.9% |
| YTD | +27.3% | -12.1% | +39.4% | +31.8% |
| 1Y | +33.2% | -23.6% | +56.8% | +45.0% |
| 3Y | +64.5% | -19.3% | +83.8% | +72.6% |
| 5Y | +83.1% | -15.4% | +98.5% | +86.0% |
| All | +177.9% | +135.7% | +42.2% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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