+649.5%
KO vs XME
+244.0%
+405.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +0.8% | +1.4% | -0.6% | +0.5% |
| 3M | +8.3% | +2.7% | +5.6% | +7.4% |
| 6M | +14.0% | +6.5% | +7.5% | +11.9% |
| YTD | +26.9% | +15.2% | +11.7% | +22.4% |
| 1Y | +32.7% | +43.5% | -10.8% | +22.5% |
| 3Y | +63.9% | +135.9% | -71.9% | +36.4% |
| 5Y | +81.7% | +181.5% | -99.7% | +43.4% |
| 10Y | +183.0% | +436.9% | -253.8% | +89.1% |
| All | +649.5% | +244.0% | +405.6% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling