+171.6%
BKR vs XYL
-16.2%
+187.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -7.0% | +1.2% | -8.2% | -7.4% |
| 30D | -8.1% | -11.9% | +3.8% | -4.0% |
| 3M | -6.6% | -1.5% | -5.1% | -6.7% |
| 6M | +0.9% | -11.9% | +12.8% | +4.9% |
| YTD | +31.1% | -20.6% | +51.7% | +41.4% |
| 1Y | +27.7% | -23.5% | +51.2% | +39.5% |
| 3Y | +71.2% | +14.9% | +56.4% | +61.4% |
| All | +171.6% | -16.2% | +187.8% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling