+81.6%
KO vs NEM
+153.8%
-72.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | +1.6% | +7.8% | -6.3% | +1.2% |
| 3M | +5.8% | +36.3% | -30.5% | +4.2% |
| 6M | +14.3% | +6.6% | +7.7% | +13.8% |
| YTD | +27.3% | +27.1% | +0.2% | +25.0% |
| 1Y | +33.2% | +62.3% | -29.2% | +27.7% |
| 3Y | +64.5% | +245.1% | -180.6% | +45.3% |
| All | +81.6% | +153.8% | -72.2% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling