+4,224.1%
KO vs IFF
+830.6%
+3,393.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | +1.6% | -1.1% | +2.7% | +1.9% |
| 3M | +5.8% | +13.8% | -8.1% | +1.5% |
| 6M | +14.3% | +16.7% | -2.4% | +7.9% |
| YTD | +27.3% | +26.1% | +1.2% | +17.2% |
| 1Y | +33.2% | +33.5% | -0.3% | +20.2% |
| 3Y | +64.5% | +31.6% | +32.9% | +45.6% |
| 5Y | +83.1% | -34.9% | +118.0% | +94.0% |
| 10Y | +183.9% | -20.3% | +204.2% | +169.0% |
| All | +4,224.1% | +830.6% | +3,393.5% | +1,222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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