+733.7%
KO vs IVV
+748.3%
-14.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +3.7% | +2.6% | +1.2% | +2.4% |
| 30D | +8.1% | -2.0% | +10.1% | +9.1% |
| 3M | +14.2% | -2.8% | +17.0% | +15.6% |
| 6M | +25.2% | +2.2% | +23.0% | +23.1% |
| YTD | +44.7% | +11.5% | +33.2% | +35.5% |
| 1Y | +43.4% | +13.5% | +29.9% | +32.9% |
| 3Y | +90.1% | +78.1% | +12.0% | +35.3% |
| 5Y | +103.0% | +73.1% | +29.8% | +44.9% |
| 10Y | +229.8% | +310.4% | -80.6% | +45.4% |
| All | +733.7% | +748.3% | -14.6% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling