+81.6%
KO vs RNG
-68.3%
+149.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -1.1% | -9.6% | +8.5% | -0.8% |
| 30D | +1.6% | +8.8% | -7.2% | +1.3% |
| 3M | +5.8% | +78.6% | -72.9% | +4.0% |
| 6M | +14.3% | +70.3% | -56.0% | +12.3% |
| YTD | +27.3% | +140.3% | -113.0% | +23.4% |
| 1Y | +33.2% | +126.6% | -93.4% | +29.2% |
| 3Y | +64.5% | +120.2% | -55.7% | +58.1% |
| All | +81.6% | -68.3% | +149.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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