+26.6%
KMI vs XYL
-30.7%
+57.3%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -4.0% |
| 7D | -5.2% | +14.5% | -19.8% | -5.1% |
| 30D | +1.2% | -1.3% | +2.6% | +1.5% |
| 3M | +1.3% | -17.0% | +18.3% | +0.8% |
| 6M | -1.1% | -11.3% | +10.2% | -1.1% |
| YTD | +19.0% | -25.0% | +44.0% | +18.3% |
| 1Y | +26.6% | -31.5% | +58.1% | +26.9% |
| All | +26.6% | -30.7% | +57.3% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling