-24.6%
KVUE vs XYL
+7.4%
-32.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -7.2% | +0.8% | -8.1% | -7.4% |
| 30D | -5.7% | -10.8% | +5.2% | -3.8% |
| 3M | +0.2% | -2.5% | +2.7% | +0.6% |
| 6M | 0.0% | -12.2% | +12.2% | +2.0% |
| YTD | +6.5% | -20.1% | +26.6% | +9.8% |
| 1Y | -1.4% | -20.6% | +19.2% | +1.5% |
| 3Y | -5.6% | +17.3% | -22.9% | -11.6% |
| All | -24.6% | +7.4% | -32.1% | -28.0% |
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