+123.0%
KRE vs QLD
+1,636.2%
-1,513.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.3% | +3.0% | -0.6% | +1.3% |
| 30D | -2.5% | -1.8% | -0.7% | -2.0% |
| 3M | +6.2% | -1.8% | +8.0% | +5.6% |
| 6M | +15.8% | +36.9% | -21.1% | +1.9% |
| YTD | +16.0% | +28.7% | -12.7% | +4.0% |
| 1Y | +16.2% | +41.9% | -25.7% | +0.1% |
| 3Y | +86.4% | +184.2% | -97.8% | +21.7% |
| 5Y | +33.0% | +122.1% | -89.2% | -11.6% |
| 10Y | +123.0% | +1,646.5% | -1,523.5% | -35.1% |
| All | +123.0% | +1,636.2% | -1,513.2% | -35.1% |
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