+81.6%
KO vs XLP
+33.4%
+48.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | +0.4% | -1.4% | +1.9% | +1.8% |
| 30D | +1.5% | -1.3% | +2.8% | +2.7% |
| 3M | +11.8% | +1.8% | +10.0% | +9.9% |
| 6M | +16.2% | -0.8% | +17.0% | +17.1% |
| YTD | +28.1% | +9.5% | +18.6% | +17.3% |
| 1Y | +34.8% | +7.2% | +27.6% | +25.9% |
| 3Y | +65.5% | +27.1% | +38.3% | +30.6% |
| 5Y | +81.6% | +32.0% | +49.5% | +37.3% |
| All | +81.6% | +33.4% | +48.2% | +37.3% |
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