+99.2%
KO vs NET
+1,449.6%
-1,350.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -1.8% | -7.0% | +5.2% | -1.7% |
| 30D | +1.4% | -4.8% | +6.2% | +1.4% |
| 3M | +15.4% | +3.8% | +11.6% | +15.3% |
| 6M | +14.3% | +50.0% | -35.8% | +13.8% |
| YTD | +27.7% | +41.5% | -13.8% | +27.2% |
| 1Y | +32.7% | +32.8% | -0.1% | +32.2% |
| 3Y | +62.2% | +335.9% | -273.7% | +57.2% |
| 5Y | +80.0% | +113.8% | -33.8% | +72.1% |
| All | +99.2% | +1,449.6% | -1,350.4% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling