+102.9%
KO vs XRT
-4.8%
+107.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +3.7% | +1.7% | +2.0% | +3.5% |
| 30D | +8.1% | +7.5% | +0.6% | +7.0% |
| 3M | +14.2% | +2.2% | +12.0% | +13.8% |
| 6M | +25.2% | +14.7% | +10.5% | +22.8% |
| YTD | +44.7% | +7.5% | +37.2% | +43.0% |
| 1Y | +43.4% | +14.1% | +29.2% | +40.4% |
| 3Y | +90.1% | +58.8% | +31.3% | +74.0% |
| All | +102.9% | -4.8% | +107.7% | +99.7% |
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