+225.6%
KO vs NWSA
+120.6%
+105.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.1% | -4.8% | +3.6% | -0.2% |
| 30D | +1.6% | +3.0% | -1.4% | +1.0% |
| 3M | +5.8% | +9.3% | -3.6% | +3.9% |
| 6M | +14.3% | +23.2% | -8.9% | +9.6% |
| YTD | +27.3% | +13.3% | +14.0% | +23.8% |
| 1Y | +33.2% | +2.9% | +30.3% | +31.7% |
| 3Y | +64.5% | +43.3% | +21.1% | +50.6% |
| 5Y | +83.1% | +40.9% | +42.2% | +64.9% |
| 10Y | +183.9% | +148.1% | +35.8% | +112.2% |
| All | +225.6% | +120.6% | +105.0% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling