+4,210.3%
KO vs ROST
+68,667.5%
-64,457.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | +0.8% | -11.4% | +12.2% | +2.3% |
| 3M | +8.3% | -1.6% | +10.0% | +8.5% |
| 6M | +14.0% | +6.8% | +7.2% | +12.8% |
| YTD | +26.9% | +25.8% | +1.1% | +22.8% |
| 1Y | +32.7% | +52.4% | -19.7% | +25.2% |
| 3Y | +63.9% | +94.4% | -30.4% | +48.9% |
| 5Y | +81.7% | +108.2% | -26.5% | +61.3% |
| 10Y | +183.0% | +308.5% | -125.5% | +128.0% |
| All | +4,210.3% | +68,667.5% | -64,457.2% | +1,869.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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