+120.2%
BKR vs XYL
+150.5%
-30.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -7.0% | +1.2% | -8.2% | -7.6% |
| 30D | -8.1% | -11.9% | +3.8% | -1.4% |
| 3M | -6.6% | -1.5% | -5.1% | -6.7% |
| 6M | +0.9% | -11.9% | +12.8% | +7.1% |
| YTD | +31.1% | -20.6% | +51.7% | +47.2% |
| 1Y | +27.7% | -23.5% | +51.2% | +46.4% |
| 3Y | +71.2% | +14.9% | +56.4% | +49.6% |
| 5Y | +177.6% | -15.3% | +192.9% | +187.6% |
| All | +120.2% | +150.5% | -30.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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