There was no clear winner by KO. But also by points there wasn't a clear winner, but the movie still clearly shows that one of the three point judges (don't know how they're called or how they're actually deciding at all) decided in favour of Rocky and two in favour of Apollo, so it was an extremely close call but Apollo won by points.
But in fact it doesn't matter who won the match. Rocky has proved himself and he has shown that he can stand against Apollo. For the whole movie nobody believed in him and Apollo Creed took this whole fight as a mere show-fight, where he could pretend to give an outsider a chance, but he never took Rocky serious, until the actual fight. So the fact who's the actual winner doesn't matter so much and Rocky doesn't even care. All he cares is that he stood his ground and proved to be an equal match for Apollo Creed. Now he just wants his peace with Adrian, which is also why he ignores everybody else. At this moment all those reporters and the actual sports success doesn't count, his love for Adrian does. This is also shown in his final conversation with Apollo at the end of the fight, when both exhaustedly say to each other:
Apollo: Ain't gonna be no rematch!
Rocky: Don't want one.
Apollo (not even listening): Ain't gonna be no rematch!
So Apollo is in the end just happy that this fight, which he expected to be a piece of cake, is finally over and he didn't completely lose to this outsider. But Rocky is as happy as well and doesn't want a rematch fight to "officially" win against Apollo. He has done his best and for himself he has won in a way.
This rather tie ending (when seen from a mere objective sports perspective) gives the movie a much more down-to-earth feel, I think. Rocky doesn't just magically knock Apollo out, but neither does he go down as everybody expected. He just did his best and proved his value against all odds, nothing less and nothing more.