+62.9%
KO vs XLC
+71.4%
-8.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +1.6% | +0.2% | +1.4% | +1.5% |
| 3M | +5.8% | +0.7% | +5.0% | +5.6% |
| 6M | +14.3% | -4.5% | +18.7% | +14.7% |
| YTD | +27.3% | -4.7% | +32.0% | +27.7% |
| 1Y | +33.2% | -1.5% | +34.7% | +33.1% |
| All | +62.9% | +71.4% | -8.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling