+471.5%
KEY vs XYL
+449.8%
+21.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.6% |
| 7D | +2.2% | -5.0% | +7.3% | +5.7% |
| 30D | -3.0% | -13.2% | +10.2% | +6.4% |
| 3M | +3.3% | -3.7% | +7.0% | +5.1% |
| 6M | +9.2% | -17.7% | +26.9% | +23.2% |
| YTD | +10.6% | -21.5% | +32.2% | +28.1% |
| 1Y | +20.4% | -24.5% | +44.9% | +42.8% |
| 3Y | +121.8% | +6.9% | +114.9% | +103.6% |
| 5Y | +41.1% | -18.1% | +59.2% | +51.8% |
| 10Y | +168.5% | +134.7% | +33.8% | +56.3% |
| All | +471.5% | +449.8% | +21.8% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling