+62.9%
KO vs APD
+5.8%
+57.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -1.1% | -3.5% | +2.4% | -0.7% |
| 30D | +1.6% | -5.1% | +6.6% | +2.1% |
| 3M | +5.8% | +6.9% | -1.1% | +5.0% |
| 6M | +14.3% | +8.1% | +6.2% | +13.2% |
| YTD | +27.3% | +21.2% | +6.1% | +24.3% |
| 1Y | +33.2% | +4.9% | +28.3% | +32.2% |
| All | +62.9% | +5.8% | +57.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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