+585.6%
KO vs ITOT
+879.4%
-293.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.7% |
| 7D | -1.1% | -2.0% | +0.9% | 0.0% |
| 30D | +1.6% | -2.0% | +3.5% | +2.6% |
| 3M | +5.8% | +4.5% | +1.2% | +3.1% |
| 6M | +14.3% | +12.6% | +1.6% | +6.7% |
| YTD | +27.3% | +12.0% | +15.3% | +19.0% |
| 1Y | +33.2% | +17.3% | +15.9% | +21.1% |
| 3Y | +64.5% | +75.2% | -10.8% | +16.8% |
| 5Y | +83.1% | +74.0% | +9.1% | +28.5% |
| 10Y | +183.9% | +298.6% | -114.7% | +21.1% |
| All | +585.6% | +879.4% | -293.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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