+33.6%
KO vs NOC
-9.0%
+42.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | +1.6% | -9.4% | +11.0% | +2.2% |
| 3M | +5.8% | -3.8% | +9.6% | +6.0% |
| 6M | +14.3% | -28.8% | +43.0% | +16.5% |
| YTD | +27.3% | -7.9% | +35.2% | +27.5% |
| All | +33.6% | -9.0% | +42.5% | +33.9% |
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