+177.9%
KO vs NEE
+251.9%
-74.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.4% |
| 30D | +1.6% | -3.1% | +4.7% | +2.7% |
| 3M | +5.8% | -2.4% | +8.2% | +6.6% |
| 6M | +14.3% | -8.6% | +22.9% | +17.5% |
| YTD | +27.3% | +4.9% | +22.4% | +24.5% |
| 1Y | +33.2% | +19.4% | +13.8% | +23.9% |
| 3Y | +64.5% | +34.9% | +29.6% | +41.8% |
| 5Y | +83.1% | +11.0% | +72.1% | +67.3% |
| All | +177.9% | +251.9% | -74.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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