+89.1%
IYR vs KEY
+109.2%
-20.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +7.2% | +6.9% | +0.3% | +5.2% |
| 3M | +0.4% | -5.0% | +5.4% | +1.7% |
| 6M | +1.4% | +0.7% | +0.7% | +1.0% |
| YTD | +11.3% | +6.5% | +4.9% | +9.0% |
| 1Y | +10.5% | +22.6% | -12.1% | +3.9% |
| 3Y | +41.7% | +125.3% | -83.6% | +9.6% |
| 5Y | +7.1% | +13.9% | -6.8% | -3.6% |
| 10Y | +89.1% | +105.3% | -16.3% | +33.0% |
| All | +89.1% | +109.2% | -20.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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