+34.3%
KO vs IJH
+14.9%
+19.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.6% |
| 7D | +0.2% | -1.9% | +2.1% | 0.0% |
| 30D | +1.8% | -4.6% | +6.5% | +1.2% |
| 3M | +7.7% | -1.2% | +8.8% | +7.5% |
| 6M | +15.3% | +9.4% | +5.8% | +15.1% |
| YTD | +28.0% | +13.3% | +14.6% | +27.8% |
| 1Y | +34.3% | +13.4% | +20.9% | +32.1% |
| All | +34.3% | +14.9% | +19.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling