+95.9%
KO vs NET
+36.7%
+59.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.6% | +1.0% |
| 7D | +4.4% | -16.4% | +20.8% | +4.4% |
| 30D | +10.7% | -25.8% | +36.6% | +10.7% |
| 3M | +11.3% | -11.5% | +22.9% | +11.3% |
| 6M | +24.0% | +18.9% | +5.1% | +23.9% |
| YTD | +39.7% | +35.2% | +4.5% | +39.3% |
| 1Y | +43.2% | +14.5% | +28.8% | +43.1% |
| 3Y | +84.1% | +313.8% | -229.8% | +78.2% |
| 5Y | +95.9% | +32.6% | +63.4% | +77.7% |
| All | +95.9% | +36.7% | +59.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling