+43.4%
KO vs XLP
+22.7%
+20.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +0.6% |
| 7D | +3.7% | +2.5% | +1.2% | +1.5% |
| 30D | +8.1% | +7.3% | +0.8% | +1.4% |
| 3M | +14.2% | +8.1% | +6.1% | +6.3% |
| 6M | +25.2% | +10.5% | +14.7% | +14.0% |
| YTD | +44.7% | +21.2% | +23.6% | +21.3% |
| 1Y | +43.4% | +22.7% | +20.6% | +19.2% |
| All | +43.4% | +22.7% | +20.7% | +19.2% |
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