+64.4%
KO vs NXT
+181.9%
-117.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +0.4% | +2.9% | -2.5% | +0.4% |
| 30D | +1.5% | -17.2% | +18.8% | +1.3% |
| 3M | +11.8% | -32.0% | +43.8% | +11.6% |
| 6M | +16.2% | -15.8% | +32.0% | +15.6% |
| YTD | +28.1% | -1.9% | +30.0% | +27.2% |
| 1Y | +34.8% | +22.5% | +12.3% | +33.2% |
| 3Y | +65.5% | +100.5% | -35.1% | +58.6% |
| All | +64.4% | +181.9% | -117.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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