+574.8%
KO vs IWD
+726.5%
-151.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | +1.4% | +0.6% | +0.8% | +1.1% |
| 3M | +15.4% | +7.2% | +8.2% | +10.9% |
| 6M | +14.3% | +16.2% | -1.9% | +4.9% |
| YTD | +27.7% | +23.3% | +4.3% | +13.3% |
| 1Y | +32.7% | +29.6% | +3.1% | +14.4% |
| 3Y | +62.2% | +70.5% | -8.3% | +18.7% |
| 5Y | +80.0% | +73.5% | +6.5% | +29.6% |
| 10Y | +175.6% | +198.3% | -22.7% | +46.1% |
| All | +574.8% | +726.5% | -151.7% | +100.5% |
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