+2,395.9%
KO vs APH
+132,206.2%
-129,810.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -1.8% | +5.0% | -6.7% | -2.3% |
| 30D | +1.4% | -3.9% | +5.3% | +1.8% |
| 3M | +15.4% | +13.0% | +2.4% | +13.4% |
| 6M | +14.3% | +25.2% | -10.9% | +10.7% |
| YTD | +27.7% | +22.9% | +4.7% | +23.4% |
| 1Y | +32.7% | +47.8% | -15.1% | +25.2% |
| 3Y | +62.2% | +283.0% | -220.8% | +34.9% |
| 5Y | +80.0% | +349.7% | -269.7% | +46.2% |
| 10Y | +175.6% | +1,061.2% | -885.6% | +101.7% |
| All | +2,395.9% | +132,206.2% | -129,810.3% | +1,367.4% |
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