+40.5%
KO vs IRE
-97.8%
+138.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.5% | +13.4% | -0.4% |
| 7D | +1.8% | +11.1% | -9.3% | +2.2% |
| 30D | +8.1% | -75.2% | +83.3% | +5.9% |
| 3M | +13.0% | -86.4% | +99.4% | +9.9% |
| 6M | +23.3% | -94.8% | +118.1% | +19.5% |
| YTD | +42.1% | -93.3% | +135.4% | +40.2% |
| 1Y | +39.9% | -97.5% | +137.4% | +36.6% |
| All | +40.5% | -97.8% | +138.3% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling