+30.1%
KDP vs XYL
-16.5%
+46.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +2.2% | +5.9% | -3.7% | +1.0% |
| 30D | +19.9% | -3.9% | +23.9% | +19.7% |
| 3M | +21.5% | -18.7% | +40.2% | +25.7% |
| 6M | +30.1% | -16.9% | +47.0% | +33.0% |
| All | +30.1% | -16.5% | +46.6% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling