+177.9%
KO vs XLI
+256.6%
-78.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.1% | -2.3% | +1.2% | -0.1% |
| 30D | +1.6% | -8.2% | +9.7% | +5.5% |
| 3M | +5.8% | +0.8% | +5.0% | +4.9% |
| 6M | +14.3% | +0.8% | +13.4% | +12.8% |
| YTD | +27.3% | +10.5% | +16.8% | +20.0% |
| 1Y | +33.2% | +14.1% | +19.0% | +23.2% |
| 3Y | +64.5% | +68.6% | -4.1% | +21.4% |
| 5Y | +83.1% | +80.4% | +2.7% | +28.7% |
| All | +177.9% | +256.6% | -78.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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