+82.6%
KO vs NTRS
+93.2%
-10.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | +0.2% | +1.4% | -1.1% | +0.1% |
| 30D | +1.8% | -0.7% | +2.5% | +1.9% |
| 3M | +7.7% | +11.3% | -3.7% | +6.3% |
| 6M | +15.3% | +35.5% | -20.3% | +10.8% |
| YTD | +28.0% | +40.6% | -12.6% | +22.2% |
| 1Y | +34.3% | +49.2% | -14.9% | +26.9% |
| 3Y | +63.8% | +167.2% | -103.4% | +38.0% |
| All | +82.6% | +93.2% | -10.6% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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