+179.8%
KDP vs XYL
+140.7%
+39.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +9.5% | -10.8% | +20.3% | +12.0% |
| 3M | +2.6% | -2.5% | +5.2% | +3.0% |
| 6M | +15.6% | -12.2% | +27.8% | +18.3% |
| YTD | +17.3% | -20.1% | +37.4% | +22.0% |
| 1Y | +20.1% | -20.6% | +40.7% | +24.9% |
| 3Y | +4.9% | +17.3% | -12.4% | -1.6% |
| 5Y | +5.0% | -14.5% | +19.5% | +4.2% |
| 10Y | +179.8% | +150.2% | +29.6% | +124.8% |
| All | +179.8% | +140.7% | +39.1% | +124.8% |
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