+52.2%
KO vs NVDL
+2,480.8%
-2,428.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.2% |
| 7D | -1.1% | -8.7% | +7.6% | -1.4% |
| 30D | +1.6% | -1.3% | +2.9% | +1.6% |
| 3M | +5.8% | +11.4% | -5.6% | +6.5% |
| 6M | +14.3% | +22.9% | -8.6% | +15.7% |
| YTD | +27.3% | +15.4% | +11.9% | +28.8% |
| 1Y | +33.2% | +18.8% | +14.4% | +35.1% |
| 3Y | +64.5% | +641.4% | -576.9% | +72.0% |
| All | +52.2% | +2,480.8% | -2,428.5% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling