+32.7%
KO vs NOC
-10.0%
+42.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -1.8% | -5.2% | +3.4% | -1.4% |
| 30D | +1.4% | -7.2% | +8.6% | +1.9% |
| 3M | +15.4% | -5.1% | +20.5% | +15.7% |
| 6M | +14.3% | -31.1% | +45.3% | +16.5% |
| YTD | +27.7% | -8.6% | +36.2% | +28.1% |
| 1Y | +32.7% | -9.7% | +42.4% | +32.5% |
| All | +32.7% | -10.0% | +42.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling