+177.9%
KO vs XYL
+149.5%
+28.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | +1.6% | -13.2% | +14.7% | +5.4% |
| 3M | +5.8% | -0.2% | +5.9% | +5.6% |
| 6M | +14.3% | -12.5% | +26.8% | +17.9% |
| YTD | +27.3% | -20.9% | +48.2% | +34.5% |
| 1Y | +33.2% | -21.6% | +54.7% | +40.8% |
| 3Y | +64.5% | +16.1% | +48.3% | +50.4% |
| 5Y | +83.1% | -15.6% | +98.7% | +82.7% |
| All | +177.9% | +149.5% | +28.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling