+43.4%
KO vs XLV
+30.0%
+13.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.9% |
| 7D | +3.1% | +0.5% | +2.7% | +2.9% |
| 30D | +11.1% | +10.7% | +0.4% | +6.6% |
| 3M | +10.9% | +13.1% | -2.2% | +5.4% |
| 6M | +23.5% | +28.3% | -4.8% | +13.5% |
| YTD | +39.6% | +20.9% | +18.7% | +30.0% |
| 1Y | +43.4% | +29.1% | +14.4% | +29.5% |
| All | +43.4% | +30.0% | +13.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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