-36.4%
XYL vs KIM
+29.4%
-65.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -6.0% | -0.7% | -5.4% | -5.7% |
| 30D | -8.3% | +13.4% | -21.7% | -12.3% |
| 3M | -22.6% | +6.5% | -29.1% | -24.5% |
| 6M | -15.0% | +10.6% | -25.6% | -18.4% |
| YTD | -30.2% | +29.9% | -60.1% | -36.3% |
| 1Y | -36.4% | +29.6% | -65.9% | -41.9% |
| All | -36.4% | +29.4% | -65.8% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling