+177.6%
KEEL vs XYL
-23.4%
+201.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.6% |
| 7D | +7.8% | -5.0% | +12.8% | +10.6% |
| 30D | -11.7% | -13.2% | +1.5% | -5.2% |
| 3M | -41.5% | -3.7% | -37.8% | -45.2% |
| 6M | +54.9% | -17.7% | +72.6% | +76.1% |
| YTD | +47.7% | -21.5% | +69.2% | +73.3% |
| 1Y | +177.6% | -24.5% | +202.1% | +289.9% |
| All | +177.6% | -23.4% | +201.0% | +289.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling