+69.1%
KO vs APLD
+255.7%
-186.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.4% |
| 7D | +0.2% | +3.1% | -2.9% | +0.2% |
| 30D | +9.1% | -29.4% | +38.5% | +9.0% |
| 3M | +11.0% | -42.8% | +53.8% | +10.8% |
| 6M | +24.0% | -59.5% | +83.4% | +23.8% |
| YTD | +40.0% | -31.8% | +71.8% | +39.8% |
| 1Y | +39.7% | -46.0% | +85.8% | +39.5% |
| 3Y | +84.8% | +252.0% | -167.2% | +82.5% |
| All | +69.1% | +255.7% | -186.6% | +67.4% |
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