+90.1%
KEYS vs XYL
-16.2%
+106.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +3.5% | +1.2% | +2.3% | +2.8% |
| 30D | -4.5% | -11.9% | +7.5% | +2.9% |
| 3M | -0.4% | -1.5% | +1.1% | -0.7% |
| 6M | +19.1% | -11.9% | +31.0% | +27.1% |
| YTD | +66.7% | -20.6% | +87.2% | +88.5% |
| 1Y | +96.5% | -23.5% | +120.0% | +127.6% |
| 3Y | +155.2% | +14.9% | +140.3% | +127.6% |
| All | +90.1% | -16.2% | +106.3% | +95.6% |
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