+4,224.1%
KO vs NTRS
+7,716.8%
-3,492.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +1.6% | +0.2% | +1.4% | +1.5% |
| 3M | +5.8% | +13.2% | -7.5% | +2.8% |
| 6M | +14.3% | +36.9% | -22.7% | +6.4% |
| YTD | +27.3% | +39.1% | -11.8% | +17.8% |
| 1Y | +33.2% | +50.4% | -17.3% | +20.9% |
| 3Y | +64.5% | +166.8% | -102.3% | +29.2% |
| 5Y | +83.1% | +92.9% | -9.8% | +51.7% |
| 10Y | +183.9% | +255.7% | -71.7% | +98.6% |
| All | +4,224.1% | +7,716.8% | -3,492.7% | +1,140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling