+81.6%
KO vs NUE
+142.8%
-61.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +1.6% | -6.1% | +7.6% | +1.9% |
| 3M | +5.8% | +2.2% | +3.5% | +5.4% |
| 6M | +14.3% | +50.8% | -36.5% | +10.9% |
| YTD | +27.3% | +57.5% | -30.2% | +23.1% |
| 1Y | +33.2% | +82.5% | -49.3% | +27.3% |
| 3Y | +64.5% | +61.7% | +2.8% | +57.4% |
| All | +81.6% | +142.8% | -61.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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