+514.0%
NOW vs KO
+229.0%
+285.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | +0.3% | +3.7% | -3.5% | -1.1% |
| 30D | -27.0% | +8.1% | -35.1% | -29.2% |
| 3M | -19.6% | +14.2% | -33.9% | -23.8% |
| 6M | +17.5% | +25.2% | -7.7% | +7.6% |
| YTD | -33.3% | +44.7% | -78.0% | -43.1% |
| 1Y | -39.8% | +43.4% | -83.2% | -48.5% |
| 3Y | -19.9% | +90.1% | -110.0% | -42.0% |
| 5Y | -26.1% | +103.0% | -129.0% | -48.4% |
| All | +514.0% | +229.0% | +285.0% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 10y: compounded portfolio wealth divided by compounded KO 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…
10y analysis · Full analysis span regression · 6 months rolling