+177.9%
KO vs XME
+426.6%
-248.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.9% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | +1.6% | -2.6% | +4.2% | +1.8% |
| 3M | +5.8% | +2.2% | +3.6% | +5.1% |
| 6M | +14.3% | +0.7% | +13.6% | +13.2% |
| YTD | +27.3% | +10.9% | +16.4% | +23.5% |
| 1Y | +33.2% | +35.7% | -2.5% | +23.9% |
| 3Y | +64.5% | +127.1% | -62.6% | +35.6% |
| 5Y | +83.1% | +168.5% | -85.4% | +41.4% |
| All | +177.9% | +426.6% | -248.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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