+308.7%
KO vs XYL
+459.9%
-151.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | +0.8% | -10.8% | +11.6% | +3.6% |
| 3M | +8.3% | -2.5% | +10.9% | +8.8% |
| 6M | +14.0% | -12.2% | +26.2% | +17.2% |
| YTD | +26.9% | -20.1% | +47.0% | +33.2% |
| 1Y | +32.7% | -20.6% | +53.3% | +39.3% |
| 3Y | +63.9% | +17.3% | +46.6% | +51.7% |
| 5Y | +81.7% | -14.5% | +96.2% | +80.5% |
| 10Y | +183.0% | +150.2% | +32.8% | +110.1% |
| All | +308.7% | +459.9% | -151.2% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling