+81.6%
KO vs RGTI
+55.6%
+26.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.6% | -16.2% | +17.8% | +1.5% |
| 3M | +5.8% | -22.0% | +27.8% | +5.7% |
| 6M | +14.3% | -10.8% | +25.1% | +14.3% |
| YTD | +27.3% | -31.6% | +58.9% | +27.3% |
| 1Y | +33.2% | -6.4% | +39.5% | +33.2% |
| 3Y | +64.5% | +665.7% | -601.2% | +61.9% |
| All | +81.6% | +55.6% | +26.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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