-6.6%
KMB vs XYL
+12.6%
-19.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -3.0% | -5.0% | +2.0% | -2.2% |
| 30D | -5.5% | -13.2% | +7.7% | -3.3% |
| 3M | +14.0% | -3.7% | +17.7% | +14.9% |
| 6M | +4.1% | -17.7% | +21.8% | +6.8% |
| YTD | +8.0% | -21.5% | +29.6% | +11.1% |
| 1Y | -13.7% | -24.5% | +10.8% | -10.8% |
| All | -6.6% | +12.6% | -19.2% | -11.0% |
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