+71.6%
KO vs APLD
+260.6%
-189.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | -0.2% |
| 7D | +1.8% | +19.6% | -17.8% | +1.9% |
| 30D | +8.1% | -24.5% | +32.6% | +8.1% |
| 3M | +13.0% | -45.6% | +58.6% | +12.9% |
| 6M | +23.3% | -61.4% | +84.7% | +23.1% |
| YTD | +42.1% | -30.9% | +73.0% | +41.9% |
| 1Y | +39.9% | -35.8% | +75.7% | +39.7% |
| 3Y | +87.3% | +261.4% | -174.1% | +85.0% |
| All | +71.6% | +260.6% | -189.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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