+222.7%
KO vs IP
+24.7%
+198.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +10.1% | +9.4% | +0.7% | +8.0% |
| 3M | +12.2% | -14.1% | +26.3% | +15.3% |
| 6M | +25.1% | +9.2% | +15.9% | +21.8% |
| YTD | +41.3% | -7.5% | +48.9% | +41.2% |
| 1Y | +41.1% | -2.8% | +43.9% | +39.3% |
| 3Y | +86.3% | +21.2% | +65.0% | +65.1% |
| 5Y | +97.8% | -11.5% | +109.3% | +89.1% |
| 10Y | +222.7% | +23.7% | +199.1% | +155.3% |
| All | +222.7% | +24.7% | +198.0% | +155.3% |
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