+59.3%
KEEL vs XYL
-13.0%
+72.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.2% |
| 7D | +2.7% | -1.2% | +3.9% | +2.7% |
| 30D | +4.6% | -13.2% | +17.7% | +3.1% |
| 3M | -34.5% | -0.2% | -34.3% | -43.6% |
| 6M | +59.3% | -12.5% | +71.8% | +61.6% |
| All | +59.3% | -13.0% | +72.2% | +61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling