+207.2%
KO vs IP
+26.3%
+180.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.7% | -5.1% | +6.7% | +2.7% |
| 30D | +11.5% | +8.5% | +3.0% | +9.6% |
| 3M | +10.8% | -13.8% | +24.6% | +13.8% |
| 6M | +22.3% | +5.7% | +16.5% | +19.8% |
| YTD | +39.5% | -9.1% | +48.6% | +39.9% |
| 1Y | +42.2% | -0.8% | +43.0% | +39.8% |
| 3Y | +83.1% | +14.8% | +68.3% | +64.7% |
| 5Y | +94.8% | -11.5% | +106.4% | +86.0% |
| All | +207.2% | +26.3% | +180.9% | +156.4% |
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