+158.2%
KRE vs QID
-100.0%
+258.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.1% |
| 7D | +2.3% | -2.7% | +5.1% | +1.1% |
| 30D | -2.5% | +1.8% | -4.3% | -1.6% |
| 3M | +6.2% | -2.2% | +8.4% | +6.0% |
| 6M | +15.8% | -32.1% | +48.0% | -1.2% |
| YTD | +16.0% | -28.6% | +44.6% | +1.7% |
| 1Y | +16.2% | -36.3% | +52.5% | -2.6% |
| 3Y | +86.4% | -74.4% | +160.8% | +13.5% |
| 5Y | +33.0% | -80.8% | +113.7% | -16.9% |
| 10Y | +123.0% | -99.1% | +222.1% | -63.1% |
| All | +158.2% | -100.0% | +258.2% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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