+527.5%
APP vs KO
+119.5%
+407.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.1% | +4.0% |
| 7D | +4.6% | +3.7% | +0.8% | +4.7% |
| 30D | +56.0% | +8.1% | +47.9% | +56.6% |
| 3M | +30.8% | +14.2% | +16.6% | +31.5% |
| 6M | -9.8% | +25.2% | -35.0% | -9.1% |
| YTD | -39.3% | +44.7% | -84.0% | -39.9% |
| 1Y | -26.4% | +43.4% | -69.8% | -27.2% |
| 3Y | +887.9% | +90.1% | +797.9% | +748.7% |
| 5Y | +264.1% | +103.0% | +161.1% | +227.4% |
| All | +527.5% | +119.5% | +407.9% | +455.2% |
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