+4,210.3%
KO vs RTX
+10,358.5%
-6,148.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | +0.8% | -11.6% | +12.3% | +4.4% |
| 3M | +8.3% | +9.2% | -0.8% | +5.2% |
| 6M | +14.0% | -4.4% | +18.5% | +14.8% |
| YTD | +26.9% | +8.9% | +18.0% | +22.7% |
| 1Y | +32.7% | +32.1% | +0.6% | +20.9% |
| 3Y | +63.9% | +151.2% | -87.3% | +21.0% |
| 5Y | +81.7% | +162.9% | -81.2% | +30.7% |
| 10Y | +183.0% | +283.9% | -100.9% | +74.2% |
| All | +4,210.3% | +10,358.5% | -6,148.2% | +879.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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