+4,224.1%
KO vs NVO
+31,806.5%
-27,582.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -1.1% | -7.4% | +6.3% | -0.1% |
| 30D | +1.6% | -5.5% | +7.1% | +2.3% |
| 3M | +5.8% | +4.1% | +1.6% | +5.0% |
| 6M | +14.3% | +19.3% | -5.1% | +11.1% |
| YTD | +27.3% | -9.2% | +36.5% | +27.4% |
| 1Y | +33.2% | -15.0% | +48.2% | +34.0% |
| 3Y | +64.5% | -50.9% | +115.3% | +74.2% |
| 5Y | +83.1% | -0.9% | +84.0% | +69.9% |
| 10Y | +183.9% | +152.4% | +31.5% | +122.6% |
| All | +4,224.1% | +31,806.5% | -27,582.5% | +1,077.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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