+33.6%
KO vs IRM
+19.6%
+13.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -1.2% |
| 30D | +1.6% | -7.8% | +9.3% | +1.0% |
| 3M | +5.8% | -7.9% | +13.6% | +5.3% |
| 6M | +14.3% | +6.3% | +7.9% | +13.5% |
| YTD | +27.3% | +38.2% | -10.8% | +26.5% |
| All | +33.6% | +19.6% | +13.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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