+177.9%
KO vs APA
-2.8%
+180.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +1.6% | +9.6% | -8.1% | +0.9% |
| 3M | +5.8% | +18.0% | -12.3% | +4.4% |
| 6M | +14.3% | +41.9% | -27.6% | +11.1% |
| YTD | +27.3% | +86.3% | -59.0% | +21.3% |
| 1Y | +33.2% | +97.9% | -64.7% | +26.1% |
| 3Y | +64.5% | +12.8% | +51.7% | +60.3% |
| 5Y | +83.1% | +177.2% | -94.1% | +62.4% |
| All | +177.9% | -2.8% | +180.7% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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