+183.0%
KO vs XLP
+102.3%
+80.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | +0.2% |
| 7D | -0.8% | -2.9% | +2.1% | +2.1% |
| 30D | +0.8% | -2.2% | +3.0% | +3.0% |
| 3M | +8.3% | -0.6% | +8.9% | +8.9% |
| 6M | +14.0% | -2.2% | +16.2% | +16.5% |
| YTD | +26.9% | +8.3% | +18.6% | +17.4% |
| 1Y | +32.7% | +5.7% | +26.9% | +25.4% |
| 3Y | +63.9% | +25.7% | +38.3% | +30.6% |
| 5Y | +81.7% | +31.3% | +50.4% | +38.6% |
| 10Y | +183.0% | +106.2% | +76.9% | +42.3% |
| All | +183.0% | +102.3% | +80.7% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling