-1.3%
IWM vs KO
+25.8%
-27.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | 0.0% |
| 7D | +1.4% | +3.7% | -2.3% | +2.1% |
| 30D | +2.3% | +8.1% | -5.9% | +3.9% |
| 3M | -8.3% | +14.2% | -22.5% | -5.7% |
| 6M | -1.3% | +25.2% | -26.5% | +5.9% |
| All | -1.3% | +25.8% | -27.1% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling