+224.2%
KO vs XLP
+137.2%
+87.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.2% |
| 7D | +1.8% | -0.5% | +2.4% | +2.4% |
| 30D | +8.7% | +8.3% | +0.3% | +0.4% |
| 3M | +13.5% | +8.7% | +4.8% | +4.5% |
| 6M | +25.6% | +11.2% | +14.4% | +13.2% |
| YTD | +42.3% | +20.0% | +22.3% | +18.9% |
| 1Y | +39.9% | +21.3% | +18.5% | +15.6% |
| 3Y | +87.5% | +43.8% | +43.7% | +30.7% |
| 5Y | +99.1% | +43.3% | +55.7% | +39.3% |
| 10Y | +224.2% | +136.8% | +87.5% | +41.9% |
| All | +224.2% | +137.2% | +87.0% | +41.9% |
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