+81.6%
KO vs NEE
+9.8%
+71.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.6% |
| 30D | +1.6% | -3.1% | +4.7% | +2.3% |
| 3M | +5.8% | -2.4% | +8.2% | +6.4% |
| 6M | +14.3% | -8.6% | +22.9% | +16.6% |
| YTD | +27.3% | +4.9% | +22.4% | +25.4% |
| 1Y | +33.2% | +19.4% | +13.8% | +26.8% |
| 3Y | +64.5% | +34.9% | +29.6% | +49.4% |
| All | +81.6% | +9.8% | +71.8% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling