+507.3%
KO vs XLP
+574.6%
-67.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.4% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | +9.1% | +8.9% | +0.1% | +0.8% |
| 3M | +11.0% | +7.5% | +3.5% | +3.8% |
| 6M | +24.0% | +9.4% | +14.5% | +14.2% |
| YTD | +40.0% | +19.3% | +20.8% | +19.2% |
| 1Y | +39.7% | +21.7% | +18.0% | +16.7% |
| 3Y | +84.8% | +44.0% | +40.8% | +32.4% |
| 5Y | +96.8% | +42.8% | +54.0% | +42.5% |
| 10Y | +209.7% | +128.8% | +81.0% | +48.6% |
| All | +507.3% | +574.6% | -67.3% | +14.7% |
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