+922.5%
KEYS vs XLRE
+109.5%
+812.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.4% |
| 7D | +3.5% | -1.2% | +4.7% | +4.3% |
| 30D | -4.5% | -2.4% | -2.1% | -3.1% |
| 3M | -0.4% | -2.5% | +2.1% | +0.5% |
| 6M | +19.1% | +4.0% | +15.2% | +15.2% |
| YTD | +66.7% | +9.3% | +57.4% | +56.0% |
| 1Y | +96.5% | +5.6% | +90.9% | +87.9% |
| 3Y | +155.2% | +31.3% | +123.9% | +110.7% |
| 5Y | +88.0% | +9.5% | +78.4% | +73.9% |
| 10Y | +1,046.8% | +89.0% | +957.8% | +659.6% |
| All | +922.5% | +109.5% | +812.9% | +542.6% |
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 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