+99.4%
XYL vs KIM
+63.6%
+35.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.3% | +14.1% | -22.4% | -12.3% |
| 3M | -21.4% | +6.0% | -27.4% | -22.9% |
| 6M | -12.9% | +13.2% | -26.2% | -16.6% |
| YTD | -30.1% | +30.4% | -60.4% | -36.2% |
| 1Y | -35.2% | +31.0% | -66.2% | -41.0% |
| 3Y | -0.8% | +67.6% | -68.4% | -17.5% |
| 5Y | -23.2% | +35.8% | -59.0% | -32.0% |
| All | +99.4% | +63.6% | +35.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling