+633.2%
KO vs IEF
+126.7%
+506.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | 0.0% |
| 7D | -1.1% | -1.2% | +0.1% | -1.5% |
| 30D | +1.6% | -1.5% | +3.0% | +1.0% |
| 3M | +5.8% | -1.7% | +7.4% | +5.1% |
| 6M | +14.3% | -3.5% | +17.8% | +12.8% |
| YTD | +27.3% | -2.6% | +30.0% | +26.1% |
| 1Y | +33.2% | -2.4% | +35.6% | +32.0% |
| 3Y | +64.5% | +8.9% | +55.5% | +70.6% |
| 5Y | +83.1% | -9.2% | +92.4% | +70.9% |
| 10Y | +183.9% | +3.9% | +180.1% | +186.1% |
| All | +633.2% | +126.7% | +506.5% | +1,040.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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