+89.3%
KRE vs QLD
+1,536.4%
-1,447.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -1.7% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | +4.9% | -15.7% | +20.6% | +10.0% |
| 3M | -4.5% | -10.0% | +5.5% | -2.2% |
| 6M | +7.7% | -11.2% | +18.9% | +9.2% |
| YTD | +14.5% | +16.4% | -1.8% | +5.0% |
| 1Y | +21.5% | +12.7% | +8.9% | +12.4% |
| 3Y | +91.2% | +152.3% | -61.1% | +28.8% |
| 5Y | +11.8% | +91.8% | -80.0% | -22.5% |
| 10Y | +89.3% | +1,520.2% | -1,430.9% | -41.5% |
| All | +89.3% | +1,536.4% | -1,447.0% | -41.5% |
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