+11.5%
KRE vs QLD
+89.4%
-77.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | +0.3% | +12.5% | -12.2% | -3.3% |
| 30D | +5.0% | -15.7% | +20.7% | +9.8% |
| 3M | -5.7% | -11.9% | +6.2% | -3.0% |
| 6M | +7.5% | -10.3% | +17.8% | +8.5% |
| YTD | +13.8% | +15.6% | -1.8% | +4.9% |
| 1Y | +20.7% | +12.1% | +8.5% | +12.1% |
| 3Y | +90.1% | +150.7% | -60.5% | +30.2% |
| 5Y | +11.5% | +86.6% | -75.1% | -23.1% |
| All | +11.5% | +89.4% | -77.9% | -23.1% |
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 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