+177.9%
KO vs ITW
+191.6%
-13.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.2% |
| 30D | +1.6% | -9.5% | +11.1% | +5.4% |
| 3M | +5.8% | +6.6% | -0.9% | +3.0% |
| 6M | +14.3% | -1.8% | +16.0% | +14.6% |
| YTD | +27.3% | +9.0% | +18.3% | +22.4% |
| 1Y | +33.2% | +3.6% | +29.6% | +30.4% |
| 3Y | +64.5% | +19.4% | +45.0% | +49.8% |
| 5Y | +83.1% | +36.4% | +46.7% | +54.8% |
| All | +177.9% | +191.6% | -13.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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