+892.4%
APP vs KO
+83.7%
+808.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +9.8% |
| 7D | +71.2% | +1.7% | +69.5% | +73.0% |
| 30D | +39.1% | +11.5% | +27.6% | +49.1% |
| 3M | +16.5% | +10.8% | +5.7% | +24.5% |
| 6M | -16.6% | +22.3% | -38.8% | -4.1% |
| YTD | -41.9% | +39.5% | -81.4% | -27.4% |
| 1Y | -37.0% | +42.2% | -79.3% | -20.4% |
| 3Y | +892.4% | +83.1% | +809.4% | +1,431.5% |
| All | +892.4% | +83.7% | +808.8% | +1,431.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling