+461.7%
KGC vs XYL
-15.4%
+477.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | +10.5% | -10.8% | +21.3% | +14.8% |
| 3M | +19.8% | -2.5% | +22.3% | +20.3% |
| 6M | -6.7% | -12.2% | +5.5% | -2.9% |
| YTD | +7.8% | -20.1% | +27.9% | +14.8% |
| 1Y | +35.7% | -20.6% | +56.3% | +44.9% |
| 3Y | +553.7% | +17.3% | +536.4% | +496.1% |
| 5Y | +461.7% | -14.5% | +476.2% | +394.7% |
| All | +461.7% | -15.4% | +477.1% | +394.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling