+62.9%
KO vs IVV
+75.9%
-13.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | +1.6% | -1.6% | +3.2% | +1.6% |
| 3M | +5.8% | +4.8% | +1.0% | +5.6% |
| 6M | +14.3% | +12.6% | +1.7% | +13.3% |
| YTD | +27.3% | +11.8% | +15.5% | +26.2% |
| 1Y | +33.2% | +17.6% | +15.6% | +31.2% |
| All | +62.9% | +75.9% | -13.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 3y: compounded portfolio wealth divided by compounded IVV 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…
3y analysis · Full analysis span regression · 6 months rolling