+179.3%
KO vs XLY
+220.9%
-41.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | +1.8% | -4.2% | +6.0% | +3.2% |
| 3M | +7.7% | -2.7% | +10.3% | +8.4% |
| 6M | +15.3% | -0.6% | +15.9% | +15.0% |
| YTD | +28.0% | -5.0% | +33.0% | +29.4% |
| 1Y | +34.3% | -4.1% | +38.4% | +35.0% |
| 3Y | +63.8% | +33.6% | +30.2% | +42.9% |
| 5Y | +84.1% | +28.7% | +55.4% | +58.8% |
| All | +179.3% | +220.9% | -41.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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