+37.7%
KR vs XYL
+15.7%
+22.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.1% |
| 30D | +5.1% | -11.9% | +17.0% | +4.8% |
| 3M | -8.2% | -1.5% | -6.6% | -7.9% |
| 6M | -18.0% | -11.9% | -6.1% | -18.0% |
| YTD | -4.8% | -20.6% | +15.8% | -4.5% |
| 1Y | -11.0% | -23.5% | +12.5% | -10.9% |
| 3Y | +37.7% | +14.9% | +22.8% | +31.9% |
| All | +37.7% | +15.7% | +22.0% | +31.9% |
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 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