+4,224.1%
KO vs RRX
+3,748.6%
+475.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.6% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | +1.6% | -9.3% | +10.9% | +2.8% |
| 3M | +5.8% | -21.8% | +27.5% | +8.3% |
| 6M | +14.3% | -22.0% | +36.3% | +16.4% |
| YTD | +27.3% | +11.9% | +15.4% | +22.8% |
| 1Y | +33.2% | +11.6% | +21.6% | +28.0% |
| 3Y | +64.5% | +2.2% | +62.3% | +55.5% |
| 5Y | +83.1% | +14.9% | +68.2% | +67.1% |
| 10Y | +183.9% | +214.2% | -30.3% | +117.1% |
| All | +4,224.1% | +3,748.6% | +475.5% | +2,558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling