+80.4%
KO vs RVMD
+622.3%
-541.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.2% | -3.0% | +3.2% | +0.4% |
| 30D | +1.8% | -0.7% | +2.5% | +1.8% |
| 3M | +7.7% | +36.5% | -28.9% | +6.4% |
| 6M | +15.3% | +104.6% | -89.4% | +11.6% |
| YTD | +28.0% | +155.8% | -127.9% | +22.5% |
| 1Y | +34.3% | +340.7% | -306.4% | +25.3% |
| 3Y | +63.8% | +519.9% | -456.1% | +47.8% |
| 5Y | +84.1% | +584.9% | -500.9% | +61.5% |
| All | +80.4% | +622.3% | -541.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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