+64.3%
IYR vs KEY
+167.0%
-102.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -1.1% |
| 30D | -2.5% | -3.2% | +0.7% | -1.7% |
| 3M | +1.5% | +1.0% | +0.5% | +1.1% |
| 6M | +3.9% | +11.9% | -8.0% | +0.6% |
| YTD | +9.5% | +8.7% | +0.8% | +6.7% |
| 1Y | +7.5% | +18.5% | -11.0% | +2.0% |
| 3Y | +30.8% | +124.0% | -93.2% | +1.5% |
| 5Y | +4.8% | +40.8% | -36.0% | -11.4% |
| 10Y | +64.3% | +167.0% | -102.7% | +10.7% |
| All | +64.3% | +167.0% | -102.7% | +10.7% |
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