+629.8%
KO vs NRG
+1,484.6%
-854.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.6% | -6.8% | +8.4% | +2.3% |
| 3M | +5.8% | -7.1% | +12.9% | +6.0% |
| 6M | +14.3% | -27.6% | +41.8% | +17.5% |
| YTD | +27.3% | -29.2% | +56.5% | +30.9% |
| 1Y | +33.2% | -29.9% | +63.1% | +36.5% |
| 3Y | +64.5% | +198.7% | -134.2% | +31.3% |
| 5Y | +83.1% | +192.9% | -109.8% | +44.5% |
| 10Y | +183.9% | +1,084.1% | -900.2% | +76.5% |
| All | +629.8% | +1,484.6% | -854.8% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling