+177.9%
KO vs RSG
+425.0%
-247.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -1.1% | -1.8% | +0.7% | -0.2% |
| 30D | +1.6% | +2.8% | -1.2% | +0.1% |
| 3M | +5.8% | +4.3% | +1.5% | +3.3% |
| 6M | +14.3% | -0.5% | +14.8% | +14.2% |
| YTD | +27.3% | +5.2% | +22.1% | +23.0% |
| 1Y | +33.2% | -2.1% | +35.3% | +33.7% |
| 3Y | +64.5% | +56.5% | +8.0% | +24.3% |
| 5Y | +83.1% | +89.5% | -6.4% | +21.0% |
| All | +177.9% | +425.0% | -247.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling