+81.6%
KO vs XYZ
-68.2%
+149.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.1% | -5.2% | +4.1% | -1.0% |
| 30D | +1.6% | 0.0% | +1.6% | +1.5% |
| 3M | +5.8% | +18.7% | -12.9% | +5.3% |
| 6M | +14.3% | +20.5% | -6.2% | +13.7% |
| YTD | +27.3% | +21.5% | +5.8% | +26.5% |
| 1Y | +33.2% | +7.2% | +26.0% | +32.7% |
| 3Y | +64.5% | +49.0% | +15.5% | +59.0% |
| All | +81.6% | -68.2% | +149.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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