+83.6%
IYR vs KEY
+96.4%
-12.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | +6.6% | +8.4% | -1.9% | +4.2% |
| 3M | -1.8% | -5.8% | +3.9% | -0.3% |
| 6M | +1.4% | +5.4% | -4.0% | -0.2% |
| YTD | +10.5% | +7.1% | +3.5% | +8.0% |
| 1Y | +10.6% | +26.8% | -16.2% | +3.1% |
| 3Y | +41.8% | +128.7% | -86.9% | +9.2% |
| 5Y | +6.0% | +13.6% | -7.6% | -4.4% |
| All | +83.6% | +96.4% | -12.9% | +29.8% |
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