+222.7%
KO vs IP
+19.1%
+203.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.3% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | +8.1% | +6.7% | +1.4% | +6.7% |
| 3M | +13.0% | -16.6% | +29.6% | +16.8% |
| 6M | +23.3% | +6.0% | +17.3% | +20.7% |
| YTD | +42.1% | -10.7% | +52.8% | +43.0% |
| 1Y | +39.9% | -6.7% | +46.6% | +39.3% |
| 3Y | +87.3% | +17.1% | +70.1% | +67.1% |
| 5Y | +99.3% | -14.6% | +113.8% | +91.8% |
| All | +222.7% | +19.1% | +203.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling