+65.4%
KNX vs XYL
-23.4%
+88.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.5% |
| 7D | +7.1% | -5.0% | +12.1% | +9.7% |
| 30D | +1.7% | -13.2% | +14.9% | +8.8% |
| 3M | -8.1% | -3.7% | -4.4% | -7.6% |
| 6M | +14.0% | -17.7% | +31.7% | +24.7% |
| YTD | +38.5% | -21.5% | +60.0% | +52.8% |
| 1Y | +65.4% | -24.5% | +89.9% | +89.9% |
| All | +65.4% | -23.4% | +88.8% | +89.9% |
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