+63.8%
KO vs RGEN
+2.2%
+61.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +0.2% | -1.4% | +1.7% | +0.3% |
| 30D | +1.8% | -0.3% | +2.1% | +1.8% |
| 3M | +7.7% | +23.9% | -16.2% | +7.4% |
| 6M | +15.3% | +38.5% | -23.3% | +14.9% |
| YTD | +28.0% | +0.8% | +27.2% | +28.1% |
| 1Y | +34.3% | +38.2% | -3.9% | +33.5% |
| 3Y | +63.8% | +1.3% | +62.5% | +67.3% |
| All | +63.8% | +2.2% | +61.6% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling