+698.9%
KO vs XBI
+905.2%
-206.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -1.1% | -4.6% | +3.5% | -0.3% |
| 30D | +1.6% | -0.8% | +2.4% | +1.6% |
| 3M | +5.8% | +21.8% | -16.1% | +1.9% |
| 6M | +14.3% | +23.2% | -8.9% | +9.6% |
| YTD | +27.3% | +28.7% | -1.4% | +20.9% |
| 1Y | +33.2% | +67.8% | -34.6% | +20.4% |
| 3Y | +64.5% | +100.6% | -36.2% | +41.5% |
| 5Y | +83.1% | +19.8% | +63.3% | +70.3% |
| 10Y | +183.9% | +159.7% | +24.2% | +109.8% |
| All | +698.9% | +905.2% | -206.3% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling