+192.5%
KO vs XLRE
+107.7%
+84.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -1.1% | -2.7% | +1.6% | +0.3% |
| 30D | +1.6% | -2.3% | +3.9% | +2.8% |
| 3M | +5.8% | -3.5% | +9.2% | +7.7% |
| 6M | +14.3% | +1.9% | +12.4% | +13.1% |
| YTD | +27.3% | +8.3% | +19.0% | +21.9% |
| 1Y | +33.2% | +6.4% | +26.8% | +28.6% |
| 3Y | +64.5% | +30.2% | +34.2% | +40.6% |
| 5Y | +83.1% | +8.6% | +74.5% | +70.4% |
| 10Y | +183.9% | +87.4% | +96.5% | +93.0% |
| All | +192.5% | +107.7% | +84.8% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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