+336.2%
KO vs RSG
+1,999.8%
-1,663.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +1.6% | +2.8% | -1.2% | +1.0% |
| 3M | +5.8% | +4.3% | +1.5% | +4.8% |
| 6M | +14.3% | -0.5% | +14.8% | +14.3% |
| YTD | +27.3% | +5.2% | +22.1% | +25.8% |
| 1Y | +33.2% | -2.1% | +35.3% | +33.5% |
| 3Y | +64.5% | +56.5% | +8.0% | +49.4% |
| 5Y | +83.1% | +89.5% | -6.4% | +59.7% |
| 10Y | +183.9% | +424.8% | -240.9% | +109.2% |
| All | +336.2% | +1,999.8% | -1,663.6% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling