+247.9%
KDP vs XYL
+100.4%
+147.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | -3.7% | +2.9% | 0.0% |
| 30D | +9.7% | -8.3% | +18.1% | +11.3% |
| 3M | +17.6% | -21.4% | +39.0% | +23.1% |
| 6M | +25.8% | -12.9% | +38.7% | +28.7% |
| YTD | +33.9% | -30.1% | +63.9% | +42.7% |
| 1Y | +38.9% | -35.2% | +74.0% | +50.3% |
| 3Y | +26.8% | -0.8% | +27.6% | +22.8% |
| 5Y | +16.3% | -23.2% | +39.6% | +17.7% |
| All | +247.9% | +100.4% | +147.5% | +189.2% |
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