+35.8%
KNX vs XYL
+15.7%
+20.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -5.6% | +1.2% | -6.8% | -6.2% |
| 30D | -4.4% | -11.9% | +7.5% | +2.3% |
| 3M | -17.3% | -1.5% | -15.8% | -17.3% |
| 6M | +22.6% | -11.9% | +34.5% | +30.2% |
| YTD | +31.1% | -20.6% | +51.7% | +47.2% |
| 1Y | +60.2% | -23.5% | +83.7% | +83.8% |
| 3Y | +35.8% | +14.9% | +20.9% | +16.8% |
| All | +35.8% | +15.7% | +20.1% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling