+83.1%
KO vs XRT
-4.5%
+87.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.1% | -3.6% | +2.5% | -0.6% |
| 30D | +1.6% | -6.7% | +8.3% | +2.5% |
| 3M | +5.8% | -1.4% | +7.1% | +6.0% |
| 6M | +14.3% | +1.7% | +12.6% | +14.0% |
| YTD | +27.3% | -1.5% | +28.8% | +27.4% |
| 1Y | +33.2% | -2.5% | +35.6% | +33.3% |
| 3Y | +64.5% | +39.9% | +24.6% | +54.0% |
| 5Y | +83.1% | -2.6% | +85.7% | +75.5% |
| All | +83.1% | -4.5% | +87.6% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling