+38.4%
IYR vs KEY
+106.2%
-67.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +2.0% | -1.3% | +3.2% | +2.3% |
| 30D | +8.2% | +5.1% | +3.1% | +6.9% |
| 3M | -1.7% | -7.1% | +5.4% | -0.1% |
| 6M | -0.4% | -4.4% | +4.0% | +0.5% |
| YTD | +9.9% | +4.0% | +5.9% | +8.4% |
| 1Y | +10.4% | +23.4% | -13.0% | +4.4% |
| 3Y | +38.4% | +113.9% | -75.5% | +5.0% |
| All | +38.4% | +106.2% | -67.8% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling