+22.5%
KRE vs QLD
+10.7%
+11.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +0.7% | +7.0% | -6.3% | 0.0% |
| 30D | +6.1% | -14.3% | +20.4% | +7.4% |
| 3M | -5.9% | -16.0% | +10.1% | -4.6% |
| 6M | +9.6% | -14.2% | +23.8% | +10.0% |
| YTD | +14.2% | +12.8% | +1.4% | +6.0% |
| 1Y | +22.5% | +14.1% | +8.4% | +13.6% |
| All | +22.5% | +10.7% | +11.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling