+5.4%
KMB vs XYL
+5.6%
-0.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.0% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | +14.7% | -3.4% | +18.1% | +15.0% |
| 3M | +3.3% | -17.2% | +20.5% | +6.2% |
| 6M | +16.8% | -12.0% | +28.9% | +19.1% |
| YTD | +15.2% | -26.3% | +41.5% | +19.5% |
| 1Y | +13.3% | -33.5% | +46.8% | +19.2% |
| 3Y | +5.4% | +6.4% | -1.0% | -4.8% |
| All | +5.4% | +5.6% | -0.1% | -4.8% |
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