+4,235.9%
KO vs IP
+364.8%
+3,871.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -1.8% | -5.3% | +3.5% | -0.8% |
| 30D | +1.4% | -10.9% | +12.3% | +3.5% |
| 3M | +15.4% | +11.2% | +4.2% | +12.6% |
| 6M | +14.3% | -10.2% | +24.5% | +15.3% |
| YTD | +27.7% | -2.0% | +29.6% | +26.4% |
| 1Y | +32.7% | -19.1% | +51.8% | +35.6% |
| 3Y | +62.2% | +20.9% | +41.3% | +49.8% |
| 5Y | +80.0% | -17.8% | +97.8% | +77.1% |
| 10Y | +175.6% | +23.5% | +152.1% | +142.9% |
| All | +4,235.9% | +364.8% | +3,871.1% | +1,953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling