+572.9%
KO vs IJR
+1,119.4%
-546.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.1% | -2.3% | +1.2% | -0.3% |
| 30D | +1.6% | -4.7% | +6.3% | +3.3% |
| 3M | +5.8% | +2.1% | +3.6% | +4.8% |
| 6M | +14.3% | +13.9% | +0.4% | +8.7% |
| YTD | +27.3% | +18.2% | +9.1% | +19.3% |
| 1Y | +33.2% | +21.8% | +11.3% | +23.1% |
| 3Y | +64.5% | +52.2% | +12.3% | +36.8% |
| 5Y | +83.1% | +40.1% | +43.0% | +54.9% |
| 10Y | +183.9% | +169.7% | +14.3% | +79.6% |
| All | +572.9% | +1,119.4% | -546.5% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling