+452.1%
KO vs XLK
+1,438.0%
-985.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +1.6% | -0.5% | +2.0% | +1.6% |
| 3M | +5.8% | +5.0% | +0.8% | +3.9% |
| 6M | +14.3% | +32.9% | -18.6% | +5.3% |
| YTD | +27.3% | +29.0% | -1.7% | +18.0% |
| 1Y | +33.2% | +37.8% | -4.7% | +20.9% |
| 3Y | +64.5% | +118.7% | -54.2% | +29.0% |
| 5Y | +83.1% | +145.6% | -62.4% | +36.7% |
| 10Y | +183.9% | +791.5% | -607.6% | +48.1% |
| All | +452.1% | +1,438.0% | -985.9% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling