+81.6%
KO vs IYR
+5.2%
+76.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -1.1% | -2.8% | +1.7% | 0.0% |
| 30D | +1.6% | -2.5% | +4.1% | +2.6% |
| 3M | +5.8% | -3.0% | +8.7% | +7.0% |
| 6M | +14.3% | +1.6% | +12.6% | +13.6% |
| YTD | +27.3% | +7.3% | +20.0% | +23.9% |
| 1Y | +33.2% | +5.6% | +27.6% | +30.3% |
| 3Y | +64.5% | +28.1% | +36.4% | +48.4% |
| All | +81.6% | +5.2% | +76.4% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling