+21.7%
KRE vs Q
+68.3%
-46.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.6% |
| 7D | +0.7% | +1.2% | -0.4% | +0.6% |
| 30D | +6.1% | -2.7% | +8.8% | +6.2% |
| 3M | -5.9% | -16.9% | +11.0% | -4.6% |
| 6M | +9.6% | -26.9% | +36.5% | +12.0% |
| YTD | +14.2% | +45.2% | -31.0% | +5.6% |
| 1Y | +22.5% | +38.1% | -15.6% | +13.6% |
| All | +21.7% | +68.3% | -46.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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