+25.8%
KO vs IRE
-85.3%
+111.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +0.2% |
| 7D | -1.1% | +7.9% | -9.1% | -0.9% |
| 30D | +1.6% | +9.3% | -7.7% | +2.0% |
| 3M | +5.8% | -52.3% | +58.1% | +5.7% |
| 6M | +14.3% | -38.5% | +52.8% | +15.5% |
| YTD | +27.3% | -54.8% | +82.2% | +29.3% |
| All | +25.8% | -85.3% | +111.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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