+43.2%
KO vs RRX
+30.0%
+13.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +0.9% |
| 7D | +4.4% | +7.6% | -3.2% | +4.8% |
| 30D | +10.7% | +7.5% | +3.2% | +11.2% |
| 3M | +11.3% | -21.0% | +32.4% | +11.0% |
| 6M | +24.0% | -18.1% | +42.1% | +23.7% |
| YTD | +39.7% | +24.3% | +15.4% | +37.2% |
| 1Y | +43.2% | +29.3% | +13.9% | +39.8% |
| All | +43.2% | +30.0% | +13.2% | +39.8% |
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