-33.6%
APP vs KO
+12.6%
-46.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +1.8% |
| 7D | +0.9% | -1.8% | +2.7% | 0.0% |
| 30D | -23.3% | +1.4% | -24.7% | -22.7% |
| 3M | -42.6% | +15.4% | -58.0% | -36.5% |
| 6M | -33.6% | +14.3% | -47.9% | -25.6% |
| All | -33.6% | +12.6% | -46.2% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling