+83.1%
KO vs XLB
+32.8%
+50.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.1% | -3.5% | +2.4% | 0.0% |
| 30D | +1.6% | -4.7% | +6.2% | +3.0% |
| 3M | +5.8% | +2.7% | +3.0% | +4.8% |
| 6M | +14.3% | +2.6% | +11.7% | +13.0% |
| YTD | +27.3% | +12.8% | +14.5% | +21.8% |
| 1Y | +33.2% | +14.0% | +19.2% | +26.8% |
| 3Y | +64.5% | +31.5% | +33.0% | +46.8% |
| 5Y | +83.1% | +33.4% | +49.7% | +60.9% |
| All | +83.1% | +32.8% | +50.3% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling