+655.3%
KGC vs XYL
+149.5%
+505.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | -8.4% | -1.2% | -7.2% | -8.2% |
| 30D | +6.3% | -13.2% | +19.5% | +9.4% |
| 3M | +22.4% | -0.2% | +22.6% | +22.2% |
| 6M | -11.4% | -12.5% | +1.1% | -9.2% |
| YTD | +3.1% | -20.9% | +24.0% | +7.4% |
| 1Y | +26.6% | -21.6% | +48.2% | +32.1% |
| 3Y | +525.6% | +16.1% | +509.4% | +504.0% |
| 5Y | +451.7% | -15.6% | +467.3% | +443.2% |
| All | +655.3% | +149.5% | +505.8% | +761.3% |
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 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