+2,013.0%
KO vs ROP
+24,791.5%
-22,778.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | +0.4% | -5.4% | +5.8% | +1.2% |
| 30D | +1.5% | -1.6% | +3.1% | +1.7% |
| 3M | +11.8% | +18.8% | -7.0% | +8.8% |
| 6M | +16.2% | +8.2% | +8.0% | +14.5% |
| YTD | +28.1% | -10.5% | +38.6% | +29.5% |
| 1Y | +34.8% | -23.7% | +58.5% | +39.6% |
| 3Y | +65.5% | -17.9% | +83.3% | +68.8% |
| 5Y | +81.6% | -15.3% | +96.9% | +83.8% |
| 10Y | +176.7% | +133.4% | +43.3% | +143.6% |
| All | +2,013.0% | +24,791.5% | -22,778.5% | +1,183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling