+975.2%
KO vs RY
+11,573.6%
-10,598.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.8% | +3.1% | -4.9% | -2.7% |
| 30D | +1.4% | -0.3% | +1.7% | +1.5% |
| 3M | +15.4% | +8.7% | +6.7% | +12.4% |
| 6M | +14.3% | +28.5% | -14.3% | +5.7% |
| YTD | +27.7% | +25.1% | +2.5% | +18.9% |
| 1Y | +32.7% | +46.3% | -13.6% | +17.8% |
| 3Y | +62.2% | +154.9% | -92.7% | +20.7% |
| 5Y | +80.0% | +140.3% | -60.3% | +35.5% |
| 10Y | +175.6% | +377.0% | -201.4% | +68.4% |
| All | +975.2% | +11,573.6% | -10,598.4% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling