+82.6%
KO vs IAU
+139.7%
-57.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.2% | -2.0% | +2.3% | +0.3% |
| 30D | +1.8% | -1.5% | +3.4% | +1.9% |
| 3M | +7.7% | +3.3% | +4.4% | +7.6% |
| 6M | +15.3% | -16.2% | +31.5% | +16.6% |
| YTD | +28.0% | +0.7% | +27.3% | +27.1% |
| 1Y | +34.3% | +19.2% | +15.0% | +30.0% |
| 3Y | +63.8% | +124.4% | -60.6% | +44.8% |
| All | +82.6% | +139.7% | -57.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling