+129.5%
KMI vs XYL
+150.5%
-21.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | +1.2% | -2.9% | -2.2% |
| 30D | -2.7% | -11.9% | +9.2% | +2.3% |
| 3M | -0.7% | -1.5% | +0.9% | -0.6% |
| 6M | -5.0% | -11.9% | +6.9% | -1.0% |
| YTD | +15.5% | -20.6% | +36.0% | +25.0% |
| 1Y | +16.4% | -23.5% | +39.9% | +27.8% |
| 3Y | +114.2% | +14.9% | +99.3% | +89.6% |
| 5Y | +153.3% | -15.3% | +168.5% | +154.7% |
| All | +129.5% | +150.5% | -21.0% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling