+167.0%
KEY vs XYL
+141.5%
+25.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -3.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.3% |
| 30D | -3.2% | -9.2% | +6.0% | +3.6% |
| 3M | +1.0% | -0.3% | +1.2% | +0.1% |
| 6M | +11.9% | -11.0% | +22.8% | +20.4% |
| YTD | +8.7% | -19.2% | +27.9% | +25.0% |
| 1Y | +18.5% | -21.2% | +39.7% | +38.5% |
| 3Y | +124.0% | +18.6% | +105.3% | +85.3% |
| 5Y | +40.8% | -14.3% | +55.1% | +47.3% |
| 10Y | +167.0% | +141.0% | +26.0% | +36.0% |
| All | +167.0% | +141.5% | +25.5% | +36.0% |
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