+103.1%
KRE vs QLD
+1,470.2%
-1,367.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | -0.5% |
| 7D | -0.4% | -1.4% | +1.1% | -0.3% |
| 30D | +6.4% | -19.6% | +26.0% | +13.4% |
| 3M | -3.1% | -14.1% | +11.1% | +0.8% |
| 6M | +6.4% | -13.6% | +20.0% | +8.9% |
| YTD | +15.3% | +12.5% | +2.8% | +7.0% |
| 1Y | +23.3% | +13.1% | +10.1% | +13.8% |
| 3Y | +93.6% | +154.7% | -61.1% | +30.1% |
| 5Y | +13.2% | +81.1% | -67.9% | -19.9% |
| 10Y | +103.1% | +1,418.0% | -1,314.9% | -31.7% |
| All | +103.1% | +1,470.2% | -1,367.1% | -31.7% |
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