+21.4%
KRE vs Q
+74.5%
-53.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | +0.3% | +11.5% | -11.2% | -0.6% |
| 30D | +5.0% | -0.2% | +5.2% | +4.9% |
| 3M | -5.7% | -13.6% | +7.8% | -4.7% |
| 6M | +7.5% | -27.0% | +34.6% | +10.1% |
| YTD | +13.8% | +50.5% | -36.7% | +5.0% |
| 1Y | +20.7% | +33.8% | -13.1% | +12.5% |
| All | +21.4% | +74.5% | -53.1% | +13.6% |
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