+43.2%
KO vs NTAP
+66.6%
-23.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +0.9% |
| 7D | +4.4% | -16.1% | +20.5% | +2.4% |
| 30D | +10.7% | -15.9% | +26.7% | +8.8% |
| 3M | +11.3% | -1.2% | +12.6% | +11.2% |
| 6M | +24.0% | +70.1% | -46.0% | +30.3% |
| YTD | +39.7% | +77.9% | -38.2% | +47.6% |
| 1Y | +43.2% | +68.1% | -24.9% | +50.2% |
| All | +43.2% | +66.6% | -23.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling