+678.1%
KO vs NVMI
+1,933.5%
-1,255.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -1.1% | +3.8% | -4.9% | -1.2% |
| 30D | +1.6% | -7.6% | +9.1% | +1.7% |
| 3M | +5.8% | -28.0% | +33.7% | +6.3% |
| 6M | +14.3% | -15.3% | +29.6% | +14.3% |
| YTD | +27.3% | +11.5% | +15.9% | +26.4% |
| 1Y | +33.2% | +31.6% | +1.6% | +31.5% |
| 3Y | +64.5% | +207.0% | -142.5% | +57.3% |
| 5Y | +83.1% | +262.8% | -179.7% | +73.5% |
| 10Y | +183.9% | +3,074.6% | -2,890.7% | +154.1% |
| All | +678.1% | +1,933.5% | -1,255.4% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling