+41.1%
KO vs XLP
+22.3%
+18.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +2.2% | +2.3% | -0.1% | 0.0% |
| 30D | +10.1% | +9.1% | +1.0% | +1.5% |
| 3M | +12.2% | +7.9% | +4.4% | +4.5% |
| 6M | +25.1% | +9.6% | +15.5% | +14.8% |
| YTD | +41.3% | +19.4% | +21.9% | +19.7% |
| 1Y | +41.1% | +22.4% | +18.7% | +17.4% |
| All | +41.1% | +22.3% | +18.8% | +17.4% |
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