+62.4%
KO vs IR
+5.7%
+56.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.7% |
| 30D | +0.8% | -15.0% | +15.8% | +1.1% |
| 3M | +8.3% | -0.4% | +8.8% | +8.4% |
| 6M | +14.0% | -15.0% | +29.1% | +14.6% |
| YTD | +26.9% | -7.1% | +34.0% | +27.2% |
| 1Y | +32.7% | -7.5% | +40.2% | +32.9% |
| All | +62.4% | +5.7% | +56.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling