+32.7%
KO vs RRX
+14.9%
+17.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | +3.4% | -5.2% | -1.7% |
| 30D | +1.4% | -11.1% | +12.6% | +1.0% |
| 3M | +15.4% | -23.7% | +39.1% | +14.4% |
| 6M | +14.3% | -22.0% | +36.3% | +13.0% |
| YTD | +27.7% | +16.5% | +11.2% | +27.4% |
| 1Y | +32.7% | +11.5% | +21.2% | +31.0% |
| All | +32.7% | +14.9% | +17.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling