+32.7%
KO vs NVT
+73.8%
-41.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.5% |
| 7D | -1.8% | +5.1% | -6.9% | -1.1% |
| 30D | +1.4% | -3.7% | +5.1% | +1.0% |
| 3M | +15.4% | -10.1% | +25.5% | +15.0% |
| 6M | +14.3% | +37.5% | -23.2% | +17.5% |
| YTD | +27.7% | +53.7% | -26.1% | +33.4% |
| 1Y | +32.7% | +70.9% | -38.2% | +41.1% |
| All | +32.7% | +73.8% | -41.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling