+155.8%
KRE vs KEY
+24.3%
+131.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | +1.3% | +2.2% | -0.9% | +0.1% |
| 30D | -2.7% | -3.0% | +0.3% | -1.0% |
| 3M | +8.2% | +3.3% | +4.9% | +6.2% |
| 6M | +12.8% | +9.2% | +3.6% | +7.5% |
| YTD | +17.5% | +10.6% | +6.8% | +11.2% |
| 1Y | +16.6% | +20.4% | -3.8% | +5.5% |
| 3Y | +79.5% | +121.8% | -42.4% | +16.4% |
| 5Y | +32.4% | +41.1% | -8.7% | +6.0% |
| 10Y | +124.1% | +168.5% | -44.4% | +30.5% |
| All | +155.8% | +24.3% | +131.4% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling