+145.4%
KEYS vs XYL
+15.2%
+130.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +0.9% | -1.2% | +2.2% | +1.6% |
| 30D | -5.3% | -13.2% | +7.9% | +2.8% |
| 3M | +0.5% | -0.2% | +0.7% | -1.2% |
| 6M | +14.0% | -12.5% | +26.5% | +22.0% |
| YTD | +60.3% | -20.9% | +81.2% | +81.5% |
| 1Y | +91.3% | -21.6% | +112.9% | +117.9% |
| All | +145.4% | +15.2% | +130.1% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling