+437.2%
KEY vs XYL
+408.9%
+28.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.9% |
| 7D | -1.3% | +5.9% | -7.2% | -5.0% |
| 30D | +5.1% | -3.9% | +9.1% | +6.3% |
| 3M | -7.1% | -18.7% | +11.6% | +4.4% |
| 6M | -4.4% | -16.9% | +12.5% | +5.3% |
| YTD | +4.0% | -27.4% | +31.4% | +24.4% |
| 1Y | +23.4% | -34.0% | +57.4% | +57.4% |
| 3Y | +113.9% | +5.6% | +108.3% | +94.2% |
| 5Y | +12.3% | -20.6% | +32.9% | +21.3% |
| 10Y | +125.5% | +133.4% | -7.9% | +31.4% |
| All | +437.2% | +408.9% | +28.4% | +131.9% |
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