+62.9%
KO vs IJR
+51.3%
+11.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | +1.6% | -4.7% | +6.3% | +1.8% |
| 3M | +5.8% | +2.1% | +3.6% | +5.6% |
| 6M | +14.3% | +13.9% | +0.4% | +13.3% |
| YTD | +27.3% | +18.2% | +9.1% | +25.8% |
| 1Y | +33.2% | +21.8% | +11.3% | +31.2% |
| All | +62.9% | +51.3% | +11.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling