+753.8%
IWM vs KO
+683.8%
+70.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.2% |
| 7D | +1.4% | +3.7% | -2.3% | -0.4% |
| 30D | +2.3% | +8.1% | -5.9% | -1.7% |
| 3M | -8.3% | +14.2% | -22.5% | -14.3% |
| 6M | -1.3% | +25.2% | -26.5% | -12.5% |
| YTD | +13.5% | +44.7% | -31.2% | -6.9% |
| 1Y | +18.4% | +43.4% | -25.0% | -2.5% |
| 3Y | +69.6% | +90.1% | -20.4% | +18.4% |
| 5Y | +23.3% | +103.0% | -79.7% | -17.4% |
| 10Y | +147.0% | +229.8% | -82.8% | +27.4% |
| All | +753.8% | +683.8% | +70.0% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling