+222.7%
KO vs XLP
+129.0%
+93.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +2.2% | +2.3% | -0.1% | -0.1% |
| 30D | +10.1% | +9.1% | +1.0% | +1.0% |
| 3M | +12.2% | +7.9% | +4.4% | +4.1% |
| 6M | +25.1% | +9.6% | +15.5% | +14.3% |
| YTD | +41.3% | +19.4% | +21.9% | +18.6% |
| 1Y | +41.1% | +22.4% | +18.7% | +15.6% |
| 3Y | +86.3% | +43.2% | +43.1% | +30.4% |
| 5Y | +97.8% | +42.6% | +55.2% | +39.1% |
| 10Y | +222.7% | +135.4% | +87.3% | +42.1% |
| All | +222.7% | +129.0% | +93.7% | +42.1% |
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