+32.7%
KO vs XLK
+44.7%
-12.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.6% |
| 7D | -1.8% | +0.9% | -2.6% | -1.5% |
| 30D | +1.4% | +0.7% | +0.7% | +1.7% |
| 3M | +15.4% | -2.9% | +18.3% | +15.5% |
| 6M | +14.3% | +34.3% | -20.0% | +21.3% |
| YTD | +27.7% | +30.4% | -2.7% | +34.3% |
| 1Y | +32.7% | +43.4% | -10.7% | +42.8% |
| All | +32.7% | +44.7% | -12.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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