+81.6%
KO vs IRM
+191.5%
-109.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | +1.6% | -7.8% | +9.3% | +2.5% |
| 3M | +5.8% | -7.9% | +13.6% | +6.5% |
| 6M | +14.3% | +6.3% | +7.9% | +12.4% |
| YTD | +27.3% | +38.2% | -10.8% | +19.9% |
| 1Y | +33.2% | +19.8% | +13.3% | +28.0% |
| 3Y | +64.5% | +98.8% | -34.3% | +38.8% |
| All | +81.6% | +191.5% | -109.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling