+5.4%
IYR vs KEY
+11.7%
-6.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | -1.7% | -7.1% | +5.4% | -0.2% |
| 6M | -0.4% | -4.4% | +4.0% | +0.5% |
| YTD | +9.9% | +4.0% | +5.9% | +8.5% |
| 1Y | +10.4% | +23.4% | -13.0% | +4.8% |
| 3Y | +38.4% | +113.9% | -75.5% | +13.2% |
| All | +5.4% | +11.7% | -6.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling