+59.6%
KEYS vs XYL
-30.7%
+90.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.3% | -6.9% |
| 7D | -14.8% | +14.5% | -29.3% | -16.6% |
| 30D | -25.6% | -1.3% | -24.3% | -26.0% |
| 3M | -16.2% | -17.0% | +0.7% | -10.7% |
| 6M | -18.6% | -11.3% | -7.3% | -17.2% |
| YTD | +40.7% | -25.0% | +65.7% | +50.7% |
| 1Y | +59.6% | -31.5% | +91.2% | +88.7% |
| All | +59.6% | -30.7% | +90.3% | +88.7% |
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