+151.0%
KEY vs XLRE
+115.9%
+35.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.9% | +0.8% | +2.1% | +2.2% |
| 30D | +8.4% | +6.9% | +1.5% | +2.2% |
| 3M | -5.8% | -0.8% | -4.9% | -5.2% |
| 6M | +5.4% | +2.1% | +3.4% | +3.1% |
| YTD | +7.1% | +12.6% | -5.6% | -4.4% |
| 1Y | +26.8% | +12.5% | +14.3% | +13.2% |
| 3Y | +128.7% | +44.2% | +84.5% | +61.9% |
| 5Y | +13.6% | +9.1% | +4.5% | +2.2% |
| 10Y | +99.7% | +111.8% | -12.1% | +20.0% |
| All | +151.0% | +115.9% | +35.1% | +46.7% |
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 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