+90.1%
KO vs IBB
+86.1%
+4.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +8.1% | +4.6% | +3.6% | +7.6% |
| 3M | +14.2% | +6.8% | +7.4% | +13.3% |
| 6M | +25.2% | +23.1% | +2.1% | +22.4% |
| YTD | +44.7% | +26.0% | +18.7% | +40.9% |
| 1Y | +43.4% | +30.4% | +13.0% | +38.9% |
| 3Y | +90.1% | +85.4% | +4.6% | +74.0% |
| All | +90.1% | +86.1% | +4.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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