+4,210.3%
KO vs NOC
+16,477.4%
-12,267.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +0.8% | -10.4% | +11.2% | +3.1% |
| 3M | +8.3% | -5.6% | +13.9% | +9.4% |
| 6M | +14.0% | -30.4% | +44.4% | +22.6% |
| YTD | +26.9% | -8.5% | +35.4% | +28.3% |
| 1Y | +32.7% | -8.3% | +41.0% | +34.0% |
| 3Y | +63.9% | +28.2% | +35.7% | +52.1% |
| 5Y | +81.7% | +56.7% | +25.0% | +59.3% |
| 10Y | +183.0% | +189.3% | -6.3% | +116.1% |
| All | +4,210.3% | +16,477.4% | -12,267.1% | +1,549.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling