+63.5%
KO vs NET
+339.9%
-276.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.9% |
| 7D | -1.8% | -7.0% | +5.2% | -2.0% |
| 30D | +1.4% | -4.8% | +6.2% | +1.3% |
| 3M | +15.4% | +3.8% | +11.6% | +15.7% |
| 6M | +14.3% | +50.0% | -35.8% | +16.2% |
| YTD | +27.7% | +41.5% | -13.8% | +29.8% |
| 1Y | +32.7% | +32.8% | -0.1% | +34.8% |
| All | +63.5% | +339.9% | -276.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 3y: compounded portfolio wealth divided by compounded NET 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…
3y analysis · Full analysis span regression · 6 months rolling