+81.6%
KO vs RGEN
-44.3%
+126.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -2.9% | +1.8% | -1.0% |
| 30D | +1.6% | -0.1% | +1.6% | +1.5% |
| 3M | +5.8% | +25.9% | -20.2% | +5.0% |
| 6M | +14.3% | +35.2% | -20.9% | +13.1% |
| YTD | +27.3% | +0.5% | +26.8% | +27.2% |
| 1Y | +33.2% | +37.0% | -3.8% | +31.5% |
| 3Y | +64.5% | +2.0% | +62.5% | +62.3% |
| All | +81.6% | -44.3% | +126.0% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling