+62.9%
KO vs NVTS
+32.4%
+30.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +1.6% | -18.0% | +19.6% | +1.3% |
| 3M | +5.8% | -45.6% | +51.4% | +5.1% |
| 6M | +14.3% | +28.5% | -14.2% | +14.8% |
| YTD | +27.3% | +56.2% | -28.8% | +28.2% |
| 1Y | +33.2% | +97.7% | -64.5% | +34.3% |
| All | +62.9% | +32.4% | +30.5% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling