+4,224.1%
KO vs NUE
+14,301.5%
-10,077.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | +1.6% | -6.1% | +7.6% | +2.4% |
| 3M | +5.8% | +2.2% | +3.5% | +5.1% |
| 6M | +14.3% | +50.8% | -36.5% | +6.6% |
| YTD | +27.3% | +57.5% | -30.2% | +17.8% |
| 1Y | +33.2% | +82.5% | -49.3% | +20.1% |
| 3Y | +64.5% | +61.7% | +2.8% | +47.9% |
| 5Y | +83.1% | +145.1% | -62.0% | +49.2% |
| 10Y | +183.9% | +577.8% | -393.9% | +86.9% |
| All | +4,224.1% | +14,301.5% | -10,077.4% | +1,018.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling