+81.6%
KO vs NKE
-75.2%
+156.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -1.1% | -5.5% | +4.4% | -0.5% |
| 30D | +1.6% | -10.4% | +12.0% | +2.8% |
| 3M | +5.8% | -15.8% | +21.6% | +7.7% |
| 6M | +14.3% | -33.4% | +47.7% | +19.1% |
| YTD | +27.3% | -41.0% | +68.3% | +34.3% |
| 1Y | +33.2% | -49.1% | +82.2% | +42.6% |
| 3Y | +64.5% | -59.8% | +124.3% | +79.4% |
| All | +81.6% | -75.2% | +156.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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