+432.8%
XYL vs KIM
+215.7%
+217.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -5.0% | +0.4% | -5.5% | -5.2% |
| 30D | -13.2% | -4.0% | -9.2% | -12.0% |
| 3M | -3.7% | +0.5% | -4.3% | -4.0% |
| 6M | -17.7% | +3.6% | -21.3% | -18.8% |
| YTD | -21.5% | +20.4% | -42.0% | -26.7% |
| 1Y | -24.5% | +9.7% | -34.2% | -27.2% |
| 3Y | +6.9% | +46.0% | -39.0% | -7.5% |
| 5Y | -18.1% | +34.4% | -52.5% | -27.6% |
| 10Y | +134.7% | +29.3% | +105.4% | +98.3% |
| All | +432.8% | +215.7% | +217.1% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling