+228.7%
KO vs XLE
+181.7%
+46.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +3.7% | +5.4% | -1.7% | +2.6% |
| 30D | +8.1% | -3.9% | +12.1% | +9.0% |
| 3M | +14.2% | +7.0% | +7.2% | +12.3% |
| 6M | +25.2% | +14.2% | +11.0% | +21.2% |
| YTD | +44.7% | +48.2% | -3.4% | +31.7% |
| 1Y | +43.4% | +47.7% | -4.3% | +30.5% |
| 3Y | +90.1% | +70.0% | +20.1% | +65.2% |
| 5Y | +103.0% | +169.1% | -66.2% | +51.6% |
| All | +228.7% | +181.7% | +46.9% | +116.1% |
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