Diagonal: optical colour distributions for extended sources with only optical counterparts in the XPS catalogue. Above diagonal: colour-colour plots. Below diagonal: kernel density estimations of the colour distribution. Green (triangles in the colour-colour plots, solid lines in the density contour plots): sources with all colours within the well covered region of the training sample (inTSCS is true, see Appendix A); blue (circles in the colour-colour plots, dashed lines in the density contour plots): sources with at least one colour within the well covered region of the training sample; red (crosses in the colour-colour plots, dotted lines in the density contour plots): sources with all colours outside the well covered region of the training sample.