+1,080.2%
KEYS vs XYL
+271.6%
+808.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.2% |
| 7D | +4.4% | +1.8% | +2.6% | +3.3% |
| 30D | -2.2% | -9.2% | +7.0% | +3.1% |
| 3M | +0.5% | -0.3% | +0.8% | -0.3% |
| 6M | +22.4% | -11.0% | +33.3% | +29.5% |
| YTD | +64.1% | -19.2% | +83.3% | +82.7% |
| 1Y | +97.0% | -21.2% | +118.2% | +122.4% |
| 3Y | +152.0% | +18.6% | +133.4% | +124.2% |
| 5Y | +83.7% | -14.3% | +98.1% | +91.0% |
| 10Y | +997.9% | +141.0% | +856.8% | +513.8% |
| All | +1,080.2% | +271.6% | +808.7% | +401.7% |
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 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