+1,119.0%
KO vs RY
+11,185.2%
-10,066.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +3.7% | +0.6% | +3.2% | +3.6% |
| 30D | +8.1% | +5.0% | +3.1% | +6.5% |
| 3M | +14.2% | -5.3% | +19.5% | +15.9% |
| 6M | +25.2% | +13.8% | +11.4% | +20.0% |
| YTD | +44.7% | +21.0% | +23.8% | +36.0% |
| 1Y | +43.4% | +40.5% | +2.9% | +28.7% |
| 3Y | +90.1% | +159.7% | -69.6% | +40.7% |
| 5Y | +103.0% | +124.3% | -21.4% | +55.9% |
| 10Y | +229.8% | +351.6% | -121.8% | +104.5% |
| All | +1,119.0% | +11,185.2% | -10,066.2% | +214.1% |
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