+911.1%
KO vs IRM
+9,823.4%
-8,912.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.8% | +3.0% | -3.8% | -1.2% |
| 30D | +0.8% | -5.2% | +6.0% | +1.5% |
| 3M | +8.3% | -8.0% | +16.4% | +9.4% |
| 6M | +14.0% | +9.2% | +4.9% | +11.9% |
| YTD | +26.9% | +41.0% | -14.1% | +19.4% |
| 1Y | +32.7% | +23.3% | +9.4% | +27.1% |
| 3Y | +63.9% | +102.8% | -38.9% | +43.4% |
| 5Y | +81.7% | +192.8% | -111.1% | +48.7% |
| 10Y | +183.0% | +439.6% | -256.6% | +107.5% |
| All | +911.1% | +9,823.4% | -8,912.3% | +507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling