+81.6%
KO vs XLV
+34.2%
+47.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -1.1% | -4.4% | +3.3% | +1.2% |
| 30D | +1.6% | -1.4% | +3.0% | +2.2% |
| 3M | +5.8% | +8.9% | -3.1% | +1.2% |
| 6M | +14.3% | +9.1% | +5.2% | +9.2% |
| YTD | +27.3% | +7.9% | +19.4% | +22.1% |
| 1Y | +33.2% | +22.7% | +10.4% | +18.9% |
| 3Y | +64.5% | +31.9% | +32.6% | +39.1% |
| All | +81.6% | +34.2% | +47.4% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling