+1,098.3%
KO vs RY
+11,253.8%
-10,155.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +1.8% | -3.0% | +4.8% | +2.7% |
| 30D | +8.7% | +6.3% | +2.4% | +6.7% |
| 3M | +13.5% | -2.6% | +16.1% | +14.2% |
| 6M | +25.6% | +13.9% | +11.7% | +20.4% |
| YTD | +42.3% | +21.7% | +20.6% | +33.5% |
| 1Y | +39.9% | +40.4% | -0.6% | +25.6% |
| 3Y | +87.5% | +161.3% | -73.8% | +38.5% |
| 5Y | +99.1% | +126.5% | -27.4% | +52.5% |
| 10Y | +224.2% | +354.3% | -130.1% | +100.7% |
| All | +1,098.3% | +11,253.8% | -10,155.5% | +208.2% |
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