+671.8%
KO vs XPO
+9,736.1%
-9,064.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +1.6% | -10.4% | +11.9% | +2.1% |
| 3M | +5.8% | -15.7% | +21.4% | +6.5% |
| 6M | +14.3% | -6.3% | +20.6% | +14.4% |
| YTD | +27.3% | +34.2% | -6.8% | +25.1% |
| 1Y | +33.2% | +39.9% | -6.8% | +30.4% |
| 3Y | +64.5% | +155.2% | -90.8% | +54.5% |
| 5Y | +83.1% | +264.7% | -181.6% | +66.8% |
| 10Y | +183.9% | +1,500.1% | -1,316.1% | +142.6% |
| All | +671.8% | +9,736.1% | -9,064.3% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling