+2,662.8%
KO vs APH
+127,881.2%
-125,218.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | +2.2% | -5.0% | +7.3% | +2.6% |
| 30D | +10.1% | -8.4% | +18.4% | +10.8% |
| 3M | +12.2% | -4.5% | +16.7% | +12.3% |
| 6M | +25.1% | +25.3% | -0.2% | +21.0% |
| YTD | +41.3% | +18.9% | +22.4% | +36.6% |
| 1Y | +41.1% | +11.9% | +29.1% | +37.1% |
| 3Y | +86.3% | +278.0% | -191.7% | +54.6% |
| 5Y | +97.8% | +306.4% | -208.6% | +62.0% |
| 10Y | +222.7% | +955.2% | -732.4% | +137.5% |
| All | +2,662.8% | +127,881.2% | -125,218.4% | +1,524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling