+465.0%
KNX vs XYL
+459.9%
+5.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | +0.5% | -10.8% | +11.3% | +6.2% |
| 3M | -14.1% | -2.5% | -11.6% | -13.5% |
| 6M | +19.8% | -12.2% | +31.9% | +27.0% |
| YTD | +32.7% | -20.1% | +52.8% | +47.3% |
| 1Y | +62.3% | -20.6% | +83.0% | +80.7% |
| 3Y | +36.8% | +17.3% | +19.5% | +23.9% |
| 5Y | +41.8% | -14.5% | +56.3% | +46.5% |
| 10Y | +169.7% | +150.2% | +19.5% | +62.4% |
| All | +465.0% | +459.9% | +5.1% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling