+33.6%
KO vs NEM
+64.0%
-30.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.2% |
| 7D | -1.1% | -3.3% | +2.2% | -1.3% |
| 30D | +1.6% | +7.8% | -6.3% | +2.1% |
| 3M | +5.8% | +36.3% | -30.5% | +8.0% |
| 6M | +14.3% | +6.6% | +7.7% | +15.3% |
| YTD | +27.3% | +27.1% | +0.2% | +30.7% |
| All | +33.6% | +64.0% | -30.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling