+450.4%
KO vs XLB
+804.1%
-353.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.5% |
| 7D | -0.8% | -2.9% | +2.2% | +0.3% |
| 30D | +0.8% | -3.4% | +4.1% | +2.0% |
| 3M | +8.3% | +1.6% | +6.7% | +7.5% |
| 6M | +14.0% | +3.6% | +10.4% | +12.1% |
| YTD | +26.9% | +14.2% | +12.7% | +20.1% |
| 1Y | +32.7% | +15.6% | +17.1% | +24.8% |
| 3Y | +63.9% | +33.1% | +30.8% | +44.8% |
| 5Y | +81.7% | +35.0% | +46.7% | +58.0% |
| 10Y | +183.0% | +164.5% | +18.5% | +89.0% |
| All | +450.4% | +804.1% | -353.7% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling