+256.4%
KDP vs XYL
+113.6%
+142.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | +8.2% | +0.6% | +7.6% | +8.1% |
| 30D | +18.4% | -5.7% | +24.1% | +19.4% |
| 3M | +29.2% | -19.8% | +49.0% | +34.6% |
| 6M | +32.3% | -14.2% | +46.5% | +35.8% |
| YTD | +38.5% | -28.1% | +66.6% | +46.7% |
| 1Y | +48.5% | -35.0% | +83.5% | +60.7% |
| 3Y | +32.5% | +2.1% | +30.4% | +27.5% |
| 5Y | +19.7% | -22.1% | +41.8% | +20.7% |
| 10Y | +256.4% | +107.0% | +149.4% | +194.7% |
| All | +256.4% | +113.6% | +142.8% | +194.7% |
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