+303.0%
KO vs INDA
+107.4%
+195.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.1% | -3.6% | +2.5% | 0.0% |
| 30D | +1.6% | -4.0% | +5.5% | +2.8% |
| 3M | +5.8% | +1.7% | +4.0% | +5.1% |
| 6M | +14.3% | -3.6% | +17.9% | +15.2% |
| YTD | +27.3% | -11.0% | +38.3% | +31.4% |
| 1Y | +33.2% | -9.5% | +42.7% | +36.6% |
| 3Y | +64.5% | +7.6% | +56.8% | +58.7% |
| 5Y | +83.1% | +4.8% | +78.3% | +77.2% |
| 10Y | +183.9% | +82.3% | +101.6% | +124.1% |
| All | +303.0% | +107.4% | +195.6% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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