+4,250.2%
KO vs RVTY
+2,356.0%
+1,894.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +1.5% | +10.8% | -9.3% | +0.3% |
| 3M | +11.8% | +26.8% | -15.0% | +8.6% |
| 6M | +16.2% | +39.3% | -23.1% | +11.4% |
| YTD | +28.1% | +31.6% | -3.5% | +23.2% |
| 1Y | +34.8% | +47.7% | -12.9% | +27.6% |
| 3Y | +65.5% | +19.9% | +45.5% | +58.3% |
| 5Y | +81.6% | -32.3% | +113.9% | +84.2% |
| 10Y | +176.7% | +138.4% | +38.3% | +138.9% |
| All | +4,250.2% | +2,356.0% | +1,894.2% | +1,977.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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