+641.6%
KDP vs XYL
+449.8%
+191.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.5% |
| 7D | +1.3% | -5.0% | +6.3% | +2.3% |
| 30D | +6.0% | -13.2% | +19.2% | +8.9% |
| 3M | +9.2% | -3.7% | +12.9% | +9.8% |
| 6M | +14.7% | -17.7% | +32.4% | +18.8% |
| YTD | +19.2% | -21.5% | +40.7% | +24.3% |
| 1Y | +15.2% | -24.5% | +39.7% | +20.9% |
| 3Y | +6.0% | +6.9% | -1.0% | +1.9% |
| 5Y | +5.4% | -18.1% | +23.5% | +5.7% |
| 10Y | +171.9% | +134.7% | +37.2% | +114.7% |
| All | +641.6% | +449.8% | +191.9% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling