+43.2%
KO vs XLF
+15.8%
+27.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.7% |
| 7D | +4.4% | +5.5% | -1.0% | +3.9% |
| 30D | +10.7% | +9.9% | +0.9% | +10.0% |
| 3M | +11.3% | +2.6% | +8.7% | +10.7% |
| 6M | +24.0% | +15.6% | +8.5% | +24.9% |
| YTD | +39.7% | +9.4% | +30.3% | +39.1% |
| 1Y | +43.2% | +14.7% | +28.5% | +40.2% |
| All | +43.2% | +15.8% | +27.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling