+122.0%
KRE vs KEY
+167.1%
-45.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -1.1% | -0.3% | -0.7% | -0.8% |
| 30D | -3.4% | -3.3% | -0.1% | -1.1% |
| 3M | +3.7% | -0.7% | +4.4% | +4.1% |
| 6M | +14.8% | +12.5% | +2.2% | +5.1% |
| YTD | +14.7% | +8.4% | +6.3% | +7.9% |
| 1Y | +16.0% | +18.4% | -2.4% | +2.4% |
| 3Y | +84.3% | +123.3% | -39.1% | +1.0% |
| 5Y | +30.9% | +38.8% | -8.0% | -4.9% |
| 10Y | +122.0% | +169.3% | -47.3% | -2.6% |
| All | +122.0% | +167.1% | -45.2% | -2.6% |
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