+118.3%
KRE vs QS
-46.4%
+164.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -1.8% | -3.6% | +1.8% | -1.6% |
| 30D | -4.5% | -17.2% | +12.7% | -3.3% |
| 3M | +2.7% | -27.0% | +29.7% | +4.6% |
| 6M | +16.9% | -24.6% | +41.4% | +18.2% |
| YTD | +15.4% | -49.3% | +64.7% | +19.8% |
| 1Y | +16.1% | -40.3% | +56.4% | +17.9% |
| 3Y | +85.7% | -23.8% | +109.5% | +76.8% |
| 5Y | +33.3% | -75.0% | +108.2% | +29.2% |
| All | +118.3% | -46.4% | +164.7% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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