+53.0%
KO vs NVDL
+2,476.2%
-2,423.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.2% | -10.3% | +10.6% | -0.1% |
| 30D | +1.8% | -7.1% | +8.9% | +1.7% |
| 3M | +7.7% | +6.6% | +1.1% | +8.3% |
| 6M | +15.3% | +21.1% | -5.8% | +16.6% |
| YTD | +28.0% | +15.2% | +12.8% | +29.5% |
| 1Y | +34.3% | +18.8% | +15.5% | +36.2% |
| 3Y | +63.8% | +649.9% | -586.1% | +71.2% |
| All | +53.0% | +2,476.2% | -2,423.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling