+4,224.1%
KO vs NKE
+6,207.5%
-1,983.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -1.1% | -5.5% | +4.4% | 0.0% |
| 30D | +1.6% | -10.4% | +12.0% | +3.6% |
| 3M | +5.8% | -15.8% | +21.6% | +9.0% |
| 6M | +14.3% | -33.4% | +47.7% | +22.6% |
| YTD | +27.3% | -41.0% | +68.3% | +39.4% |
| 1Y | +33.2% | -49.1% | +82.2% | +49.3% |
| 3Y | +64.5% | -59.8% | +124.3% | +87.9% |
| 5Y | +83.1% | -75.5% | +158.6% | +126.6% |
| 10Y | +183.9% | -23.5% | +207.4% | +173.9% |
| All | +4,224.1% | +6,207.5% | -1,983.4% | +1,264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling