-10.9%
KMB vs XYL
-14.7%
+3.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.1% |
| 30D | -5.0% | -9.2% | +4.2% | -3.4% |
| 3M | +6.6% | -0.3% | +6.8% | +6.6% |
| 6M | +1.0% | -11.0% | +11.9% | +3.0% |
| YTD | +6.0% | -19.2% | +25.2% | +9.5% |
| 1Y | -16.6% | -21.2% | +4.6% | -13.5% |
| 3Y | -8.6% | +18.6% | -27.2% | -13.5% |
| 5Y | -10.9% | -14.3% | +3.5% | -17.8% |
| All | -10.9% | -14.7% | +3.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling