+81.6%
KO vs XBI
+19.5%
+62.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.1% | -4.6% | +3.5% | -0.8% |
| 30D | +1.6% | -0.8% | +2.4% | +1.6% |
| 3M | +5.8% | +21.8% | -16.1% | +4.2% |
| 6M | +14.3% | +23.2% | -8.9% | +12.4% |
| YTD | +27.3% | +28.7% | -1.4% | +24.6% |
| 1Y | +33.2% | +67.8% | -34.6% | +27.5% |
| 3Y | +64.5% | +100.6% | -36.2% | +53.6% |
| All | +81.6% | +19.5% | +62.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling