+82.6%
KO vs NRG
+194.8%
-112.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +0.2% | -4.7% | +4.9% | +0.3% |
| 30D | +1.8% | -6.0% | +7.8% | +1.8% |
| 3M | +7.7% | -8.0% | +15.6% | +7.6% |
| 6M | +15.3% | -23.2% | +38.4% | +15.4% |
| YTD | +28.0% | -28.1% | +56.0% | +28.3% |
| 1Y | +34.3% | -27.3% | +61.5% | +34.4% |
| 3Y | +63.8% | +208.7% | -144.9% | +39.7% |
| All | +82.6% | +194.8% | -112.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 5y: compounded portfolio wealth divided by compounded NRG 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…
5y analysis · Full analysis span regression · 6 months rolling