+99.3%
KO vs XLE
+167.0%
-67.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +1.8% | +4.4% | -2.6% | +1.4% |
| 30D | +8.1% | -4.3% | +12.4% | +8.5% |
| 3M | +13.0% | +6.0% | +7.0% | +12.3% |
| 6M | +23.3% | +13.2% | +10.1% | +21.5% |
| YTD | +42.1% | +46.7% | -4.6% | +36.2% |
| 1Y | +39.9% | +46.6% | -6.7% | +34.0% |
| 3Y | +87.3% | +69.6% | +17.7% | +75.3% |
| 5Y | +99.3% | +166.5% | -67.3% | +70.2% |
| All | +99.3% | +167.0% | -67.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling