+4,210.3%
KO vs NEM
+490.6%
+3,719.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -0.8% | +3.1% | -3.8% | -0.9% |
| 30D | +0.8% | +10.0% | -9.2% | +0.4% |
| 3M | +8.3% | +30.9% | -22.6% | +7.0% |
| 6M | +14.0% | +10.5% | +3.5% | +13.3% |
| YTD | +26.9% | +29.7% | -2.8% | +25.1% |
| 1Y | +32.7% | +71.1% | -38.5% | +28.9% |
| 3Y | +63.9% | +252.1% | -188.1% | +53.6% |
| 5Y | +81.7% | +157.7% | -76.0% | +71.7% |
| 10Y | +183.0% | +319.4% | -136.3% | +161.0% |
| All | +4,210.3% | +490.6% | +3,719.7% | +3,779.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling