+155.8%
KRE vs QLD
+9,159.5%
-9,003.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -2.7% | -0.1% | -2.5% | -2.7% |
| 3M | +8.2% | -8.4% | +16.5% | +10.2% |
| 6M | +12.8% | +32.2% | -19.4% | -3.4% |
| YTD | +17.5% | +28.9% | -11.4% | +1.4% |
| 1Y | +16.6% | +43.8% | -27.2% | -5.0% |
| 3Y | +79.5% | +176.6% | -97.1% | +2.0% |
| 5Y | +32.4% | +121.6% | -89.1% | -24.4% |
| 10Y | +124.1% | +1,652.9% | -1,528.8% | -65.5% |
| All | +155.8% | +9,159.5% | -9,003.7% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling