+59.7%
KO vs NVD
-99.1%
+158.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | +0.1% |
| 7D | -1.1% | +9.0% | -10.1% | -1.5% |
| 30D | +1.6% | -5.5% | +7.0% | +1.7% |
| 3M | +5.8% | -24.6% | +30.4% | +6.7% |
| 6M | +14.3% | -42.1% | +56.4% | +16.0% |
| YTD | +27.3% | -44.3% | +71.6% | +29.2% |
| 1Y | +33.2% | -54.2% | +87.4% | +35.7% |
| 3Y | +64.5% | -99.1% | +163.6% | +75.1% |
| All | +59.7% | -99.1% | +158.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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