+313.5%
KO vs APTV
+173.4%
+140.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | +0.8% | -10.6% | +11.4% | +2.1% |
| 3M | +8.3% | -35.0% | +43.3% | +13.7% |
| 6M | +14.0% | -38.9% | +52.9% | +20.0% |
| YTD | +26.9% | -41.5% | +68.4% | +34.0% |
| 1Y | +32.7% | -45.8% | +78.5% | +41.3% |
| 3Y | +63.9% | -55.7% | +119.7% | +76.5% |
| 5Y | +81.7% | -70.1% | +151.8% | +102.7% |
| 10Y | +183.0% | -19.1% | +202.1% | +157.4% |
| All | +313.5% | +173.4% | +140.1% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling