+897.5%
KO vs NTAP
+23,312.9%
-22,415.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +0.8% | -7.0% | +7.8% | +1.2% |
| 3M | +8.3% | +12.3% | -4.0% | +7.4% |
| 6M | +14.0% | +85.1% | -71.1% | +9.3% |
| YTD | +26.9% | +74.8% | -47.9% | +21.9% |
| 1Y | +32.7% | +52.7% | -20.0% | +28.4% |
| 3Y | +63.9% | +147.7% | -83.7% | +52.5% |
| 5Y | +81.7% | +124.8% | -43.1% | +69.3% |
| 10Y | +183.0% | +589.7% | -406.7% | +143.3% |
| All | +897.5% | +23,312.9% | -22,415.4% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling