+177.9%
KO vs APH
+1,052.1%
-874.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +1.6% | -4.0% | +5.6% | +2.1% |
| 3M | +5.8% | +7.7% | -2.0% | +3.5% |
| 6M | +14.3% | +17.8% | -3.5% | +9.1% |
| YTD | +27.3% | +19.2% | +8.1% | +19.9% |
| 1Y | +33.2% | +35.7% | -2.5% | +20.6% |
| 3Y | +64.5% | +282.9% | -218.4% | +2.5% |
| 5Y | +83.1% | +345.6% | -262.5% | +5.3% |
| All | +177.9% | +1,052.1% | -874.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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