+52.0%
KR vs XYL
-16.2%
+68.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.3% |
| 30D | +5.1% | -11.9% | +17.0% | +6.0% |
| 3M | -8.2% | -1.5% | -6.6% | -8.0% |
| 6M | -18.0% | -11.9% | -6.1% | -17.3% |
| YTD | -4.8% | -20.6% | +15.8% | -3.0% |
| 1Y | -11.0% | -23.5% | +12.5% | -9.1% |
| 3Y | +37.7% | +14.9% | +22.8% | +31.5% |
| All | +52.0% | -16.2% | +68.2% | +40.8% |
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 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