+81.6%
KO vs RVMD
+574.7%
-493.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | +1.6% | -1.1% | +2.6% | +1.6% |
| 3M | +5.8% | +41.0% | -35.3% | +5.0% |
| 6M | +14.3% | +105.7% | -91.4% | +12.4% |
| YTD | +27.3% | +155.3% | -128.0% | +24.4% |
| 1Y | +33.2% | +402.7% | -369.5% | +27.8% |
| 3Y | +64.5% | +533.1% | -468.6% | +54.8% |
| All | +81.6% | +574.7% | -493.1% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling