+32.3%
IYR vs KEEL
+294.5%
-262.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.7% |
| 7D | -1.4% | +2.9% | -4.2% | -1.5% |
| 30D | -2.7% | +0.8% | -3.5% | -2.8% |
| 3M | -2.1% | -35.3% | +33.2% | -1.3% |
| 6M | +3.6% | +59.4% | -55.8% | +1.2% |
| YTD | +8.1% | +51.9% | -43.8% | +5.4% |
| 1Y | +4.7% | +75.0% | -70.3% | +0.8% |
| 3Y | +29.1% | +224.5% | -195.4% | +18.8% |
| 5Y | +6.9% | -35.9% | +42.8% | -1.0% |
| All | +32.3% | +294.5% | -262.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling