+652.0%
KO vs IWD
+749.4%
-97.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | +8.7% | +3.6% | +5.1% | +6.5% |
| 3M | +13.5% | +2.7% | +10.8% | +11.8% |
| 6M | +25.6% | +13.2% | +12.4% | +17.0% |
| YTD | +42.3% | +26.8% | +15.5% | +24.3% |
| 1Y | +39.9% | +29.3% | +10.6% | +20.8% |
| 3Y | +87.5% | +85.1% | +2.4% | +31.0% |
| 5Y | +99.1% | +74.2% | +24.9% | +43.1% |
| 10Y | +224.2% | +204.6% | +19.6% | +69.8% |
| All | +652.0% | +749.4% | -97.4% | +120.0% |
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