+179.3%
KO vs XLE
+182.6%
-3.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +0.2% | +1.7% | -1.4% | -0.1% |
| 30D | +1.8% | +6.7% | -4.9% | +0.4% |
| 3M | +7.7% | +14.9% | -7.2% | +4.3% |
| 6M | +15.3% | +15.9% | -0.6% | +11.2% |
| YTD | +28.0% | +47.7% | -19.7% | +16.8% |
| 1Y | +34.3% | +50.7% | -16.5% | +21.8% |
| 3Y | +63.8% | +57.9% | +5.9% | +45.2% |
| 5Y | +84.1% | +227.0% | -142.9% | +30.1% |
| All | +179.3% | +182.6% | -3.2% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling