+81.7%
KO vs RY
+139.4%
-57.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +0.8% | -1.9% | +2.7% | +1.2% |
| 3M | +8.3% | +5.1% | +3.2% | +6.7% |
| 6M | +14.0% | +28.2% | -14.1% | +6.1% |
| YTD | +26.9% | +22.9% | +4.0% | +19.4% |
| 1Y | +32.7% | +45.5% | -12.8% | +18.4% |
| 3Y | +63.9% | +156.7% | -92.7% | +20.5% |
| 5Y | +81.7% | +137.7% | -56.0% | +34.0% |
| All | +81.7% | +139.4% | -57.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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