+83.8%
KRE vs QLD
+1,468.8%
-1,385.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.1% |
| 7D | +0.7% | +7.0% | -6.3% | -1.6% |
| 30D | +6.1% | -14.3% | +20.4% | +10.8% |
| 3M | -5.9% | -16.0% | +10.1% | -1.4% |
| 6M | +9.6% | -14.2% | +23.8% | +12.4% |
| YTD | +14.2% | +12.8% | +1.4% | +5.8% |
| 1Y | +22.5% | +14.1% | +8.4% | +12.8% |
| 3Y | +90.4% | +146.0% | -55.6% | +29.2% |
| 5Y | +11.9% | +82.0% | -70.2% | -21.1% |
| All | +83.8% | +1,468.8% | -1,385.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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