-54.3%
KHC vs XYL
+140.7%
-195.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | +0.3% | -10.8% | +11.1% | +3.3% |
| 3M | +6.7% | -2.5% | +9.3% | +7.3% |
| 6M | +4.2% | -12.2% | +16.3% | +7.4% |
| YTD | +6.7% | -20.1% | +26.8% | +12.4% |
| 1Y | -1.4% | -20.6% | +19.2% | +3.9% |
| 3Y | -11.8% | +17.3% | -29.1% | -19.0% |
| 5Y | -13.4% | -14.5% | +1.1% | -13.2% |
| 10Y | -54.3% | +150.2% | -204.5% | -66.6% |
| All | -54.3% | +140.7% | -195.0% | -66.6% |
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