+177.9%
KO vs IT
+92.9%
+84.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.1% | -12.7% | +11.6% | +0.9% |
| 30D | +1.6% | -8.9% | +10.5% | +2.9% |
| 3M | +5.8% | +10.1% | -4.4% | +3.3% |
| 6M | +14.3% | +7.3% | +7.0% | +11.5% |
| YTD | +27.3% | -32.4% | +59.7% | +33.4% |
| 1Y | +33.2% | -26.6% | +59.8% | +36.9% |
| 3Y | +64.5% | -51.8% | +116.3% | +77.7% |
| 5Y | +83.1% | -45.6% | +128.7% | +88.3% |
| All | +177.9% | +92.9% | +84.9% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling