+453.6%
KO vs XLP
+523.7%
-70.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -1.8% | -1.0% | -0.8% | -0.9% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | +15.4% | +3.8% | +11.6% | +11.6% |
| 6M | +14.3% | -1.7% | +16.0% | +16.1% |
| YTD | +27.7% | +10.3% | +17.4% | +16.9% |
| 1Y | +32.7% | +7.8% | +24.9% | +23.9% |
| 3Y | +62.2% | +27.2% | +35.0% | +30.3% |
| 5Y | +80.0% | +32.5% | +47.5% | +39.5% |
| 10Y | +175.6% | +101.8% | +73.8% | +48.2% |
| All | +453.6% | +523.7% | -70.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling