+10.9%
KRE vs QLD
+66.7%
-55.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | +0.3% | -10.3% | +10.5% | +3.3% |
| 30D | +4.8% | -26.1% | +30.9% | +14.1% |
| 3M | -5.1% | -17.8% | +12.7% | -0.3% |
| 6M | +3.3% | -15.6% | +18.8% | +6.1% |
| YTD | +13.3% | +5.4% | +8.0% | +7.5% |
| 1Y | +22.9% | +5.2% | +17.6% | +16.2% |
| 3Y | +82.1% | +139.4% | -57.4% | +26.4% |
| All | +10.9% | +66.7% | -55.8% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling