+570.1%
KO vs IYR
+690.9%
-120.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +0.8% | -2.4% | +3.1% | +1.6% |
| 3M | +8.3% | -2.0% | +10.3% | +9.1% |
| 6M | +14.0% | +2.5% | +11.6% | +13.1% |
| YTD | +26.9% | +8.3% | +18.6% | +23.6% |
| 1Y | +32.7% | +6.5% | +26.2% | +29.9% |
| 3Y | +63.9% | +29.3% | +34.6% | +49.8% |
| 5Y | +81.7% | +5.7% | +76.0% | +75.8% |
| 10Y | +183.0% | +69.2% | +113.8% | +137.1% |
| All | +570.1% | +690.9% | -120.8% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling