+156.5%
KO vs XLC
+141.1%
+15.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | +0.8% | -0.9% | +1.7% | +1.1% |
| 3M | +8.3% | -0.3% | +8.7% | +8.3% |
| 6M | +14.0% | -5.2% | +19.2% | +15.8% |
| YTD | +26.9% | -5.3% | +32.2% | +28.8% |
| 1Y | +32.7% | -2.8% | +35.5% | +33.4% |
| 3Y | +63.9% | +71.2% | -7.3% | +31.8% |
| 5Y | +81.7% | +37.6% | +44.1% | +60.1% |
| All | +156.5% | +141.1% | +15.4% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling