+96.6%
KO vs XLP
+40.8%
+55.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +1.2% |
| 7D | +1.7% | +0.7% | +1.0% | +0.9% |
| 30D | +11.5% | +10.3% | +1.2% | +1.5% |
| 3M | +10.8% | +6.5% | +4.3% | +4.1% |
| 6M | +22.3% | +8.4% | +13.9% | +13.1% |
| YTD | +39.5% | +18.2% | +21.3% | +18.6% |
| 1Y | +42.2% | +22.4% | +19.8% | +16.9% |
| 3Y | +83.1% | +41.9% | +41.2% | +29.5% |
| All | +96.6% | +40.8% | +55.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling