+572.9%
KO vs IJH
+1,045.0%
-472.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -1.1% | -2.5% | +1.4% | -0.1% |
| 30D | +1.6% | -5.0% | +6.6% | +3.7% |
| 3M | +5.8% | +0.5% | +5.2% | +5.3% |
| 6M | +14.3% | +8.2% | +6.0% | +10.1% |
| YTD | +27.3% | +12.5% | +14.9% | +20.5% |
| 1Y | +33.2% | +14.4% | +18.8% | +24.9% |
| 3Y | +64.5% | +49.5% | +15.0% | +34.9% |
| 5Y | +83.1% | +47.8% | +35.3% | +48.6% |
| 10Y | +183.9% | +180.4% | +3.5% | +69.5% |
| All | +572.9% | +1,045.0% | -472.1% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling