+4,224.1%
KO vs NSC
+5,636.1%
-1,412.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | +1.6% | -3.4% | +4.9% | +2.4% |
| 3M | +5.8% | +5.1% | +0.7% | +4.4% |
| 6M | +14.3% | +9.2% | +5.1% | +11.6% |
| YTD | +27.3% | +13.4% | +13.9% | +23.1% |
| 1Y | +33.2% | +20.8% | +12.4% | +26.8% |
| 3Y | +64.5% | +76.1% | -11.6% | +41.1% |
| 5Y | +83.1% | +45.3% | +37.8% | +63.0% |
| 10Y | +183.9% | +335.7% | -151.8% | +92.3% |
| All | +4,224.1% | +5,636.1% | -1,412.0% | +903.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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