+15.3%
KO vs NVMI
-14.3%
+29.6%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.7% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +1.8% | -8.4% | +10.2% | +0.9% |
| 3M | +7.7% | -33.6% | +41.2% | +4.3% |
| 6M | +15.3% | -14.7% | +29.9% | +11.8% |
| All | +15.3% | -14.3% | +29.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 6mo: compounded portfolio wealth divided by compounded NVMI 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…
6mo analysis · Full analysis span regression · 6 months rolling