+378.5%
APP vs KO
+94.3%
+284.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -10.0% | +1.5% | -11.5% | -10.0% |
| 3M | -44.6% | +11.8% | -56.5% | -44.5% |
| 6M | -37.9% | +16.2% | -54.1% | -37.7% |
| YTD | -53.7% | +28.1% | -81.8% | -54.4% |
| 1Y | -43.0% | +34.8% | -77.7% | -44.6% |
| 3Y | +640.8% | +65.5% | +575.3% | +539.8% |
| 5Y | +358.8% | +81.6% | +277.3% | +301.6% |
| All | +378.5% | +94.3% | +284.3% | +321.5% |
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