+154.0%
KMI vs XYL
-15.8%
+169.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -2.1% | -1.2% | -0.8% | -1.8% |
| 30D | -1.7% | -13.2% | +11.5% | +1.4% |
| 3M | -1.9% | -0.2% | -1.7% | -2.2% |
| 6M | -4.3% | -12.5% | +8.2% | -1.9% |
| YTD | +15.8% | -20.9% | +36.7% | +21.4% |
| 1Y | +17.6% | -21.6% | +39.1% | +23.3% |
| 3Y | +113.1% | +16.1% | +97.0% | +96.6% |
| 5Y | +154.0% | -15.6% | +169.6% | +144.1% |
| All | +154.0% | -15.8% | +169.8% | +144.1% |
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