+552.0%
KGC vs XYL
+18.1%
+533.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.2% |
| 7D | +2.4% | +1.8% | +0.7% | +1.9% |
| 30D | +9.2% | -9.2% | +18.4% | +12.4% |
| 3M | +16.7% | -0.3% | +17.0% | +16.2% |
| 6M | -7.0% | -11.0% | +4.0% | -4.3% |
| YTD | +7.5% | -19.2% | +26.7% | +12.3% |
| 1Y | +34.4% | -21.2% | +55.6% | +41.4% |
| 3Y | +552.0% | +18.6% | +533.4% | +498.1% |
| All | +552.0% | +18.1% | +533.9% | +498.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling