+83.1%
KO vs ROP
-16.6%
+99.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | -8.0% | +6.9% | +0.8% |
| 30D | +1.6% | -2.7% | +4.3% | +2.2% |
| 3M | +5.8% | +16.6% | -10.8% | +1.9% |
| 6M | +14.3% | +10.4% | +3.9% | +11.3% |
| YTD | +27.3% | -12.1% | +39.4% | +31.9% |
| 1Y | +33.2% | -23.6% | +56.8% | +44.1% |
| 3Y | +64.5% | -19.3% | +83.8% | +71.2% |
| 5Y | +83.1% | -15.4% | +98.5% | +81.8% |
| All | +83.1% | -16.6% | +99.7% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling