+665.0%
KO vs IWD
+747.8%
-82.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.7% |
| 7D | +3.7% | +2.3% | +1.5% | +2.5% |
| 30D | +8.1% | +3.6% | +4.6% | +6.0% |
| 3M | +14.2% | +2.2% | +12.1% | +12.8% |
| 6M | +25.2% | +13.0% | +12.2% | +16.8% |
| YTD | +44.7% | +26.5% | +18.2% | +26.6% |
| 1Y | +43.4% | +30.1% | +13.2% | +23.4% |
| 3Y | +90.1% | +84.9% | +5.2% | +32.9% |
| 5Y | +103.0% | +73.4% | +29.6% | +46.3% |
| 10Y | +229.8% | +204.0% | +25.8% | +72.9% |
| All | +665.0% | +747.8% | -82.9% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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