+696.7%
KKR vs XYL
+150.5%
+546.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -6.2% | +1.2% | -7.4% | -7.0% |
| 30D | -8.9% | -11.9% | +3.1% | -0.8% |
| 3M | +6.3% | -1.5% | +7.8% | +7.1% |
| 6M | +16.5% | -11.9% | +28.4% | +25.6% |
| YTD | -20.3% | -20.6% | +0.3% | -8.1% |
| 1Y | -29.8% | -23.5% | -6.3% | -17.0% |
| 3Y | +63.2% | +14.9% | +48.3% | +46.0% |
| 5Y | +68.0% | -15.3% | +83.3% | +78.3% |
| All | +696.7% | +150.5% | +546.3% | +370.3% |
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