+179.3%
KO vs XLK
+807.8%
-628.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +1.8% | -0.6% | +2.5% | +1.9% |
| 3M | +7.7% | +2.6% | +5.1% | +6.5% |
| 6M | +15.3% | +34.0% | -18.7% | +5.8% |
| YTD | +28.0% | +30.7% | -2.7% | +18.0% |
| 1Y | +34.3% | +39.2% | -4.9% | +21.2% |
| 3Y | +63.8% | +120.4% | -56.6% | +23.6% |
| 5Y | +84.1% | +148.8% | -64.7% | +29.4% |
| All | +179.3% | +807.8% | -628.5% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling