+81.7%
KO vs IVV
+81.6%
+0.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +0.8% | -1.4% | +2.2% | +1.1% |
| 3M | +8.3% | +3.7% | +4.6% | +7.2% |
| 6M | +14.0% | +13.0% | +1.0% | +9.8% |
| YTD | +26.9% | +12.4% | +14.5% | +22.3% |
| 1Y | +32.7% | +18.6% | +14.1% | +25.5% |
| 3Y | +63.9% | +78.1% | -14.1% | +29.7% |
| 5Y | +81.7% | +82.3% | -0.6% | +38.6% |
| All | +81.7% | +81.6% | +0.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling