+696.3%
KO vs XHB
+163.2%
+533.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | +0.8% | -8.3% | +9.1% | +2.8% |
| 3M | +8.3% | -7.1% | +15.5% | +9.9% |
| 6M | +14.0% | -5.3% | +19.3% | +14.8% |
| YTD | +26.9% | -3.2% | +30.1% | +26.8% |
| 1Y | +32.7% | -13.9% | +46.5% | +36.1% |
| 3Y | +63.9% | +24.9% | +39.0% | +50.6% |
| 5Y | +81.7% | +34.5% | +47.2% | +61.1% |
| 10Y | +183.0% | +215.5% | -32.4% | +98.9% |
| All | +696.3% | +163.2% | +533.1% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling