+663.7%
KO vs IGV
+942.8%
-279.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.8% | -1.5% | +0.8% | -0.4% |
| 30D | +0.8% | -3.0% | +3.8% | +1.3% |
| 3M | +8.3% | +9.6% | -1.2% | +5.6% |
| 6M | +14.0% | +16.1% | -2.1% | +8.7% |
| YTD | +26.9% | -3.6% | +30.5% | +26.3% |
| 1Y | +32.7% | -7.8% | +40.5% | +33.3% |
| 3Y | +63.9% | +40.0% | +24.0% | +43.9% |
| 5Y | +81.7% | +21.2% | +60.5% | +62.2% |
| 10Y | +183.0% | +364.4% | -181.4% | +64.6% |
| All | +663.7% | +942.8% | -279.1% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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