+22.0%
KRE vs KEY
+22.3%
-0.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +0.3% | +0.5% | -0.2% | -0.1% |
| 30D | +5.9% | +6.9% | -0.9% | +0.6% |
| 3M | -3.3% | -5.0% | +1.7% | +0.5% |
| 6M | +5.8% | +0.7% | +5.1% | +4.7% |
| YTD | +14.7% | +6.5% | +8.3% | +8.1% |
| 1Y | +22.0% | +22.6% | -0.6% | +2.9% |
| All | +22.0% | +22.3% | -0.3% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling