+32.7%
KO vs XPO
+53.4%
-20.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -1.0% |
| 7D | -1.8% | +2.4% | -4.2% | -1.9% |
| 30D | +1.4% | -3.5% | +5.0% | +1.5% |
| 3M | +15.4% | -11.9% | +27.3% | +16.0% |
| 6M | +14.3% | -10.0% | +24.2% | +14.6% |
| YTD | +27.7% | +42.1% | -14.4% | +24.9% |
| 1Y | +32.7% | +47.6% | -14.9% | +29.5% |
| All | +32.7% | +53.4% | -20.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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