+81.6%
KO vs NWSA
+39.7%
+41.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.1% | -4.8% | +3.6% | -0.5% |
| 30D | +1.6% | +3.0% | -1.4% | +1.2% |
| 3M | +5.8% | +9.3% | -3.6% | +4.5% |
| 6M | +14.3% | +23.2% | -8.9% | +11.3% |
| YTD | +27.3% | +13.3% | +14.0% | +25.1% |
| 1Y | +33.2% | +2.9% | +30.3% | +32.3% |
| 3Y | +64.5% | +43.3% | +21.1% | +54.6% |
| All | +81.6% | +39.7% | +41.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling