+24.8%
KEY vs XYL
-36.5%
+61.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.8% | -6.0% | +7.8% | +3.5% |
| 30D | +7.1% | -8.3% | +15.4% | +8.9% |
| 3M | -5.9% | -22.6% | +16.7% | +2.0% |
| 6M | +2.2% | -15.0% | +17.2% | +5.9% |
| YTD | +6.4% | -30.2% | +36.6% | +17.4% |
| 1Y | +24.8% | -36.4% | +61.1% | +46.1% |
| All | +24.8% | -36.5% | +61.2% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling