+12.2%
KEY vs XYL
-21.3%
+33.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | -1.3% | +5.9% | -7.2% | -4.4% |
| 30D | +5.1% | -3.9% | +9.1% | +6.1% |
| 3M | -7.1% | -18.7% | +11.6% | +3.0% |
| 6M | -4.4% | -16.9% | +12.5% | +4.2% |
| YTD | +4.0% | -27.4% | +31.4% | +22.1% |
| 1Y | +23.4% | -34.0% | +57.4% | +53.9% |
| 3Y | +113.9% | +5.6% | +108.3% | +93.7% |
| All | +12.2% | -21.3% | +33.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling