+33.6%
KO vs XLB
+14.1%
+19.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -1.1% | -3.5% | +2.4% | -0.6% |
| 30D | +1.6% | -4.7% | +6.2% | +2.2% |
| 3M | +5.8% | +2.7% | +3.0% | +5.6% |
| 6M | +14.3% | +2.6% | +11.7% | +13.8% |
| YTD | +27.3% | +12.8% | +14.5% | +25.1% |
| All | +33.6% | +14.1% | +19.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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