-14.3%
XYL vs KIM
+37.7%
-52.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.6% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | -9.2% | -1.7% | -7.5% | -8.5% |
| 3M | -0.3% | -0.8% | +0.5% | -0.1% |
| 6M | -11.0% | +4.4% | -15.4% | -13.0% |
| YTD | -19.2% | +21.2% | -40.5% | -26.7% |
| 1Y | -21.2% | +10.5% | -31.7% | -25.4% |
| 3Y | +18.6% | +47.5% | -28.9% | -4.8% |
| 5Y | -14.3% | +37.1% | -51.4% | -26.3% |
| All | -14.3% | +37.7% | -52.0% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling