+224.5%
KEEL vs XYL
+15.7%
+208.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.4% |
| 7D | +2.9% | +1.2% | +1.7% | +2.0% |
| 30D | +0.8% | -11.9% | +12.8% | +13.6% |
| 3M | -35.3% | -1.5% | -33.8% | -38.1% |
| 6M | +59.4% | -11.9% | +71.3% | +73.8% |
| YTD | +51.9% | -20.6% | +72.5% | +85.6% |
| 1Y | +75.0% | -23.5% | +98.5% | +125.0% |
| 3Y | +224.5% | +14.9% | +209.7% | +252.2% |
| All | +224.5% | +15.7% | +208.9% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling