+162.8%
KO vs NVT
+694.8%
-532.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -1.1% | +2.0% | -3.1% | -1.3% |
| 30D | +1.6% | -7.2% | +8.7% | +2.3% |
| 3M | +5.8% | -0.9% | +6.7% | +5.1% |
| 6M | +14.3% | +42.6% | -28.3% | +7.2% |
| YTD | +27.3% | +52.9% | -25.6% | +17.9% |
| 1Y | +33.2% | +64.5% | -31.3% | +21.3% |
| 3Y | +64.5% | +178.0% | -113.5% | +30.5% |
| 5Y | +83.1% | +402.8% | -319.7% | +22.6% |
| All | +162.8% | +694.8% | -532.0% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling