+739.6%
KDP vs XYL
+408.9%
+330.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +2.2% | +5.9% | -3.7% | +1.1% |
| 30D | +19.9% | -3.9% | +23.9% | +20.6% |
| 3M | +21.5% | -18.7% | +40.2% | +26.1% |
| 6M | +30.1% | -16.9% | +47.0% | +34.3% |
| YTD | +34.9% | -27.4% | +62.3% | +42.5% |
| 1Y | +43.4% | -34.0% | +77.4% | +54.4% |
| 3Y | +29.1% | +5.6% | +23.5% | +24.0% |
| 5Y | +15.0% | -20.6% | +35.5% | +15.7% |
| 10Y | +234.1% | +133.4% | +100.7% | +163.6% |
| All | +739.6% | +408.9% | +330.7% | +459.4% |
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