+83.8%
KRE vs KEY
+96.4%
-12.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +0.7% | +2.9% | -2.2% | -1.4% |
| 30D | +6.1% | +8.4% | -2.3% | 0.0% |
| 3M | -5.9% | -5.8% | -0.1% | -1.9% |
| 6M | +9.6% | +5.4% | +4.1% | +5.2% |
| YTD | +14.2% | +7.1% | +7.1% | +8.3% |
| 1Y | +22.5% | +26.8% | -4.3% | +2.7% |
| 3Y | +90.4% | +128.7% | -38.3% | +2.8% |
| 5Y | +11.9% | +13.6% | -1.8% | -5.6% |
| All | +83.8% | +96.4% | -12.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling