+177.9%
KO vs IYR
+68.4%
+109.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.8% |
| 7D | -1.1% | -2.8% | +1.7% | +0.4% |
| 30D | +1.6% | -2.5% | +4.1% | +2.9% |
| 3M | +5.8% | -3.0% | +8.7% | +7.5% |
| 6M | +14.3% | +1.6% | +12.6% | +13.2% |
| YTD | +27.3% | +7.3% | +20.0% | +22.4% |
| 1Y | +33.2% | +5.6% | +27.6% | +29.1% |
| 3Y | +64.5% | +28.1% | +36.4% | +41.4% |
| 5Y | +83.1% | +6.1% | +77.0% | +72.9% |
| All | +177.9% | +68.4% | +109.5% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling