+177.9%
KO vs NOC
+192.5%
-14.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +1.6% | -9.4% | +11.0% | +4.1% |
| 3M | +5.8% | -3.8% | +9.6% | +6.6% |
| 6M | +14.3% | -28.8% | +43.0% | +24.3% |
| YTD | +27.3% | -7.9% | +35.2% | +28.6% |
| 1Y | +33.2% | -9.0% | +42.2% | +34.7% |
| 3Y | +64.5% | +29.1% | +35.4% | +47.6% |
| 5Y | +83.1% | +58.9% | +24.2% | +49.1% |
| All | +177.9% | +192.5% | -14.6% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling