+1,337.1%
KKR vs XYL
+466.0%
+871.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.8% | -3.7% |
| 7D | -0.6% | +1.8% | -2.4% | -1.8% |
| 30D | +3.0% | -9.2% | +12.3% | +9.5% |
| 3M | +13.6% | -0.3% | +13.9% | +13.6% |
| 6M | +16.2% | -11.0% | +27.2% | +24.0% |
| YTD | -16.6% | -19.2% | +2.6% | -5.7% |
| 1Y | -23.2% | -21.2% | -2.0% | -11.8% |
| 3Y | +71.7% | +18.6% | +53.1% | +52.3% |
| 5Y | +74.8% | -14.3% | +89.1% | +85.3% |
| 10Y | +711.6% | +141.0% | +570.5% | +365.9% |
| All | +1,337.1% | +466.0% | +871.1% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling