+1,780.6%
KO vs NOK
+1,715.0%
+65.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.1% | +8.7% | -9.8% | -1.8% |
| 30D | +1.6% | +12.5% | -10.9% | +0.4% |
| 3M | +5.8% | -20.7% | +26.5% | +7.3% |
| 6M | +14.3% | +36.2% | -21.9% | +9.5% |
| YTD | +27.3% | +64.1% | -36.8% | +19.7% |
| 1Y | +33.2% | +132.4% | -99.2% | +20.6% |
| 3Y | +64.5% | +182.9% | -118.4% | +45.0% |
| 5Y | +83.1% | +102.8% | -19.7% | +65.4% |
| 10Y | +183.9% | +126.8% | +57.1% | +142.7% |
| All | +1,780.6% | +1,715.0% | +65.6% | +1,015.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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