+808.3%
IWM vs KO
+591.4%
+216.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | -1.3% | +1.4% | -2.7% | -2.0% |
| 3M | +1.6% | +15.4% | -13.8% | -6.0% |
| 6M | +13.6% | +14.3% | -0.7% | +5.3% |
| YTD | +20.8% | +27.7% | -6.9% | +5.6% |
| 1Y | +26.4% | +32.7% | -6.3% | +8.0% |
| 3Y | +60.7% | +62.2% | -1.5% | +21.5% |
| 5Y | +38.2% | +80.0% | -41.8% | -1.7% |
| 10Y | +169.5% | +175.6% | -6.2% | +52.1% |
| All | +808.3% | +591.4% | +216.9% | +236.1% |
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