+83.1%
KO vs RSP
+48.7%
+34.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.1% | -3.1% | +2.0% | +0.1% |
| 30D | +1.6% | -3.4% | +5.0% | +2.9% |
| 3M | +5.8% | +3.6% | +2.1% | +4.3% |
| 6M | +14.3% | +9.0% | +5.3% | +10.4% |
| YTD | +27.3% | +12.2% | +15.1% | +21.4% |
| 1Y | +33.2% | +15.6% | +17.6% | +25.3% |
| 3Y | +64.5% | +51.6% | +12.8% | +35.1% |
| 5Y | +83.1% | +50.4% | +32.7% | +48.9% |
| All | +83.1% | +48.7% | +34.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 5y: compounded portfolio wealth divided by compounded RSP 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…
5y analysis · Full analysis span regression · 6 months rolling