+177.9%
KO vs XLU
+141.2%
+36.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.4% |
| 30D | +1.6% | -2.5% | +4.1% | +3.0% |
| 3M | +5.8% | -2.7% | +8.5% | +7.3% |
| 6M | +14.3% | -7.5% | +21.7% | +19.1% |
| YTD | +27.3% | +0.9% | +26.4% | +25.9% |
| 1Y | +33.2% | +3.3% | +29.9% | +29.6% |
| 3Y | +64.5% | +47.3% | +17.2% | +27.3% |
| 5Y | +83.1% | +44.4% | +38.7% | +41.8% |
| All | +177.9% | +141.2% | +36.7% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling