+105.3%
KEY vs XYL
+113.6%
-8.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.4% |
| 7D | +0.5% | +0.6% | -0.1% | 0.0% |
| 30D | +6.9% | -5.7% | +12.6% | +9.5% |
| 3M | -5.0% | -19.8% | +14.8% | +9.1% |
| 6M | +0.7% | -14.2% | +14.9% | +9.3% |
| YTD | +6.5% | -28.1% | +34.6% | +30.6% |
| 1Y | +22.6% | -35.0% | +57.6% | +62.4% |
| 3Y | +125.3% | +2.1% | +123.3% | +104.1% |
| 5Y | +13.9% | -22.1% | +36.0% | +25.6% |
| 10Y | +105.3% | +107.0% | -1.6% | +15.9% |
| All | +105.3% | +113.6% | -8.3% | +15.9% |
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 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