+17.6%
KEY vs XLRE
+6.3%
+11.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.8% | -2.7% | +0.9% | -0.4% |
| 30D | -3.3% | -2.3% | -1.0% | -2.2% |
| 3M | -0.2% | -3.5% | +3.3% | +1.5% |
| 6M | +12.1% | +1.9% | +10.3% | +10.5% |
| YTD | +8.4% | +8.3% | +0.1% | +2.7% |
| 1Y | +17.6% | +6.4% | +11.3% | +10.7% |
| All | +17.6% | +6.3% | +11.3% | +10.7% |
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