+81.6%
KO vs NTAP
+121.5%
-39.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.1% | -1.0% | -0.1% | -1.1% |
| 30D | +1.6% | -7.5% | +9.1% | +1.6% |
| 3M | +5.8% | +14.6% | -8.9% | +5.6% |
| 6M | +14.3% | +91.0% | -76.7% | +12.3% |
| YTD | +27.3% | +73.7% | -46.4% | +25.5% |
| 1Y | +33.2% | +51.2% | -18.1% | +32.0% |
| 3Y | +64.5% | +146.1% | -81.7% | +52.6% |
| All | +81.6% | +121.5% | -39.9% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling