+506.6%
APP vs KO
+114.3%
+392.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.5% |
| 7D | +61.1% | +2.2% | +58.9% | +61.3% |
| 30D | +42.8% | +10.1% | +32.7% | +43.3% |
| 3M | +16.7% | +12.2% | +4.4% | +17.2% |
| 6M | -15.6% | +25.1% | -40.7% | -15.1% |
| YTD | -41.3% | +41.3% | -82.6% | -42.0% |
| 1Y | -39.3% | +41.1% | -80.4% | -40.0% |
| 3Y | +803.2% | +86.3% | +716.9% | +673.2% |
| 5Y | +313.2% | +97.8% | +215.4% | +271.0% |
| All | +506.6% | +114.3% | +392.3% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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