+43.2%
KO vs XBI
+47.5%
-4.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.2% |
| 7D | +4.4% | +1.0% | +3.4% | +4.5% |
| 30D | +10.7% | +1.9% | +8.9% | +10.9% |
| 3M | +11.3% | +4.8% | +6.6% | +11.8% |
| 6M | +24.0% | +19.3% | +4.8% | +25.3% |
| YTD | +39.7% | +30.6% | +9.1% | +39.6% |
| 1Y | +43.2% | +47.9% | -4.7% | +38.1% |
| All | +43.2% | +47.5% | -4.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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