+84.4%
KO vs NVTS
-17.0%
+101.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -1.0% |
| 7D | -0.8% | +3.5% | -4.3% | -0.7% |
| 30D | +0.8% | -11.9% | +12.7% | +0.7% |
| 3M | +8.3% | -49.2% | +57.6% | +7.9% |
| 6M | +14.0% | +38.4% | -24.4% | +14.3% |
| YTD | +26.9% | +62.5% | -35.6% | +27.3% |
| 1Y | +32.7% | +101.4% | -68.7% | +33.0% |
| 3Y | +63.9% | +40.4% | +23.5% | +66.4% |
| All | +84.4% | -17.0% | +101.4% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling