+653.5%
APP vs KO
+62.4%
+591.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +1.8% |
| 7D | +0.9% | -1.8% | +2.7% | -0.1% |
| 30D | -23.3% | +1.4% | -24.7% | -22.6% |
| 3M | -42.6% | +15.4% | -58.0% | -37.3% |
| 6M | -33.6% | +14.3% | -47.9% | -27.6% |
| YTD | -52.4% | +27.7% | -80.1% | -45.3% |
| 1Y | -35.9% | +32.7% | -68.6% | -25.2% |
| All | +653.5% | +62.4% | +591.2% | +840.3% |
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