+294.5%
KEEL vs XLRE
+42.7%
+251.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.1% |
| 7D | +2.9% | -1.2% | +4.0% | +4.0% |
| 30D | +0.8% | -2.4% | +3.3% | +3.0% |
| 3M | -35.3% | -2.5% | -32.8% | -34.7% |
| 6M | +59.4% | +4.0% | +55.4% | +52.3% |
| YTD | +51.9% | +9.3% | +42.6% | +39.4% |
| 1Y | +75.0% | +5.6% | +69.4% | +65.3% |
| 3Y | +224.5% | +31.3% | +193.3% | +159.9% |
| 5Y | -35.9% | +9.5% | -45.5% | -39.9% |
| All | +294.5% | +42.7% | +251.7% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling