+34.8%
KO vs IP
-21.3%
+56.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +1.5% | -11.2% | +12.7% | +2.5% |
| 3M | +11.8% | +12.3% | -0.5% | +10.9% |
| 6M | +16.2% | -5.2% | +21.5% | +17.2% |
| YTD | +28.1% | -4.0% | +32.0% | +28.5% |
| 1Y | +34.8% | -19.2% | +54.0% | +36.0% |
| All | +34.8% | -21.3% | +56.1% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling