+776.8%
KDP vs XYL
+394.7%
+382.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.1% |
| 7D | +4.0% | -5.9% | +9.8% | +5.2% |
| 30D | +16.8% | -7.3% | +24.1% | +18.2% |
| 3M | +32.0% | -22.5% | +54.5% | +38.3% |
| 6M | +35.2% | -14.4% | +49.6% | +38.7% |
| YTD | +40.9% | -29.4% | +70.3% | +49.6% |
| 1Y | +47.7% | -35.6% | +83.3% | +59.7% |
| 3Y | +34.8% | +0.3% | +34.5% | +30.9% |
| 5Y | +22.6% | -22.3% | +45.0% | +23.9% |
| 10Y | +266.4% | +103.2% | +163.2% | +197.0% |
| All | +776.8% | +394.7% | +382.0% | +487.3% |
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