+93.0%
KEY vs XYL
+100.1%
-7.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | +1.8% | -6.0% | +7.8% | +6.3% |
| 30D | +7.1% | -8.3% | +15.4% | +11.9% |
| 3M | -5.9% | -22.6% | +16.7% | +10.9% |
| 6M | +2.2% | -15.0% | +17.2% | +11.5% |
| YTD | +6.4% | -30.2% | +36.6% | +33.3% |
| 1Y | +24.8% | -36.4% | +61.1% | +67.7% |
| 3Y | +125.2% | -0.9% | +126.1% | +108.3% |
| 5Y | +13.0% | -23.4% | +36.3% | +25.8% |
| All | +93.0% | +100.1% | -7.1% | +11.8% |
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