+452.1%
KO vs XLF
+408.1%
+44.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.2% |
| 30D | +1.6% | -1.6% | +3.2% | +2.1% |
| 3M | +5.8% | +9.3% | -3.5% | +3.0% |
| 6M | +14.3% | +14.6% | -0.3% | +9.6% |
| YTD | +27.3% | +4.7% | +22.6% | +25.2% |
| 1Y | +33.2% | +8.6% | +24.5% | +29.4% |
| 3Y | +64.5% | +73.9% | -9.4% | +37.5% |
| 5Y | +83.1% | +65.0% | +18.1% | +54.4% |
| 10Y | +183.9% | +250.4% | -66.5% | +89.4% |
| All | +452.1% | +408.1% | +44.0% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling