-35.3%
KEEL vs XLRE
+8.4%
-43.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.6% |
| 7D | +2.9% | -1.2% | +4.0% | +4.7% |
| 30D | +0.8% | -2.4% | +3.3% | +4.3% |
| 3M | -35.3% | -2.5% | -32.8% | -34.4% |
| 6M | +59.4% | +4.0% | +55.4% | +46.6% |
| YTD | +51.9% | +9.3% | +42.6% | +30.1% |
| 1Y | +75.0% | +5.6% | +69.4% | +57.2% |
| 3Y | +224.5% | +31.3% | +193.3% | +105.0% |
| All | -35.3% | +8.4% | -43.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling