+177.9%
KO vs NTAP
+591.7%
-413.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +1.6% | -7.5% | +9.1% | +2.4% |
| 3M | +5.8% | +14.6% | -8.9% | +3.8% |
| 6M | +14.3% | +91.0% | -76.7% | +4.1% |
| YTD | +27.3% | +73.7% | -46.4% | +17.2% |
| 1Y | +33.2% | +51.2% | -18.1% | +24.8% |
| 3Y | +64.5% | +146.1% | -81.7% | +37.9% |
| 5Y | +83.1% | +122.8% | -39.7% | +54.4% |
| All | +177.9% | +591.7% | -413.8% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling