+43.2%
KO vs XLP
+24.3%
+18.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | -2.0% |
| 7D | +4.4% | +5.9% | -1.4% | -1.0% |
| 30D | +10.7% | +13.5% | -2.7% | -1.4% |
| 3M | +11.3% | +8.4% | +2.9% | +3.3% |
| 6M | +24.0% | +11.5% | +12.5% | +12.0% |
| YTD | +39.7% | +20.6% | +19.1% | +17.3% |
| 1Y | +43.2% | +24.3% | +18.9% | +17.2% |
| All | +43.2% | +24.3% | +18.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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