+3.3%
KRE vs KEY
-3.4%
+6.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | +0.3% | -1.3% | +1.5% | +1.2% |
| 30D | +4.8% | +5.1% | -0.3% | +1.3% |
| 3M | -5.1% | -7.1% | +2.0% | +0.1% |
| 6M | +3.3% | -4.4% | +7.7% | +6.3% |
| All | +3.3% | -3.4% | +6.7% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling