+29.1%
IYR vs KEYS
+154.3%
-125.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.2% |
| 7D | -1.4% | +3.5% | -4.9% | -1.8% |
| 30D | -2.7% | -4.5% | +1.8% | -2.1% |
| 3M | -2.1% | -0.4% | -1.7% | -2.6% |
| 6M | +3.6% | +19.1% | -15.5% | -0.5% |
| YTD | +8.1% | +66.7% | -58.5% | -3.7% |
| 1Y | +4.7% | +96.5% | -91.7% | -10.6% |
| 3Y | +29.1% | +155.2% | -126.0% | -7.4% |
| All | +29.1% | +154.3% | -125.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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