+62.9%
KO vs IAU
+122.5%
-59.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -1.1% | -3.4% | +2.3% | -1.1% |
| 30D | +1.6% | -1.1% | +2.7% | +1.6% |
| 3M | +5.8% | +5.8% | -0.1% | +5.8% |
| 6M | +14.3% | -16.9% | +31.2% | +15.2% |
| YTD | +27.3% | +0.1% | +27.2% | +26.5% |
| 1Y | +33.2% | +18.4% | +14.8% | +29.3% |
| All | +62.9% | +122.5% | -59.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling