+32.7%
KO vs APTV
-39.9%
+72.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | -1.8% | +4.8% | -6.6% | -1.7% |
| 30D | +1.4% | +2.0% | -0.6% | +1.4% |
| 3M | +15.4% | -34.2% | +49.6% | +14.4% |
| 6M | +14.3% | -34.7% | +48.9% | +13.5% |
| YTD | +27.7% | -37.0% | +64.6% | +26.8% |
| 1Y | +32.7% | -40.4% | +73.1% | +31.5% |
| All | +32.7% | -39.9% | +72.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling