+4,235.9%
KO vs APD
+6,115.6%
-1,879.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.6% |
| 7D | -1.8% | -2.2% | +0.4% | -1.2% |
| 30D | +1.4% | +2.1% | -0.7% | +0.8% |
| 3M | +15.4% | +7.2% | +8.2% | +12.8% |
| 6M | +14.3% | +11.2% | +3.0% | +10.4% |
| YTD | +27.7% | +24.4% | +3.3% | +19.2% |
| 1Y | +32.7% | +6.7% | +26.0% | +28.8% |
| 3Y | +62.2% | +9.2% | +53.0% | +52.9% |
| 5Y | +80.0% | +27.4% | +52.6% | +60.0% |
| 10Y | +175.6% | +164.8% | +10.8% | +95.2% |
| All | +4,235.9% | +6,115.6% | -1,879.7% | +791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling