+81.6%
KO vs XHB
+30.9%
+50.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.7% |
| 7D | -1.1% | -5.2% | +4.1% | -0.3% |
| 30D | +1.6% | -12.1% | +13.7% | +3.5% |
| 3M | +5.8% | -6.2% | +12.0% | +6.6% |
| 6M | +14.3% | -6.7% | +21.0% | +15.0% |
| YTD | +27.3% | -5.5% | +32.8% | +27.6% |
| 1Y | +33.2% | -15.6% | +48.8% | +35.9% |
| 3Y | +64.5% | +22.0% | +42.5% | +53.1% |
| All | +81.6% | +30.9% | +50.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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