+18.9%
IWM vs KO
+43.6%
-24.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.6% |
| 7D | +1.0% | +4.4% | -3.5% | +1.5% |
| 30D | +0.2% | +10.7% | -10.5% | +1.5% |
| 3M | -5.6% | +11.3% | -17.0% | -4.3% |
| 6M | +2.7% | +24.0% | -21.3% | +5.8% |
| YTD | +16.2% | +39.7% | -23.5% | +19.5% |
| 1Y | +18.9% | +43.2% | -24.3% | +20.7% |
| All | +18.9% | +43.6% | -24.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 1y: compounded portfolio wealth divided by compounded KO 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…
1y analysis · Full analysis span regression · 6 months rolling