+177.6%
KEEL vs XLRE
+9.1%
+168.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.0% |
| 7D | +7.8% | -1.2% | +9.0% | +8.5% |
| 30D | -11.7% | -2.8% | -8.9% | -10.3% |
| 3M | -41.5% | -0.2% | -41.3% | -43.4% |
| 6M | +54.9% | +1.9% | +53.0% | +43.4% |
| YTD | +47.7% | +10.6% | +37.1% | +22.7% |
| 1Y | +177.6% | +8.8% | +168.8% | +138.7% |
| All | +177.6% | +9.1% | +168.5% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling