+700.6%
IYR vs KEY
+203.5%
+497.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | +2.2% | -3.4% | -2.0% |
| 30D | -2.9% | -3.0% | +0.2% | -1.9% |
| 3M | +0.8% | +3.3% | -2.5% | -0.4% |
| 6M | +1.9% | +9.2% | -7.3% | -1.3% |
| YTD | +9.6% | +10.6% | -1.0% | +5.5% |
| 1Y | +8.1% | +20.4% | -12.3% | +0.8% |
| 3Y | +29.2% | +121.8% | -92.6% | -5.0% |
| 5Y | +4.3% | +41.1% | -36.8% | -16.1% |
| 10Y | +64.7% | +168.5% | -103.8% | -6.0% |
| All | +700.6% | +203.5% | +497.1% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling