+32.7%
KO vs XLU
+4.9%
+27.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +1.4% | -1.3% | +2.8% | +1.7% |
| 3M | +15.4% | -1.3% | +16.7% | +15.9% |
| 6M | +14.3% | -7.6% | +21.9% | +16.0% |
| YTD | +27.7% | +2.3% | +25.4% | +29.0% |
| 1Y | +32.7% | +5.8% | +26.9% | +31.3% |
| All | +32.7% | +4.9% | +27.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling