+119.5%
KRE vs QS
-43.2%
+162.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | +2.3% | +2.2% | +0.1% | +2.2% |
| 30D | -2.5% | -8.1% | +5.6% | -2.0% |
| 3M | +6.2% | -27.0% | +33.3% | +8.2% |
| 6M | +15.8% | -16.4% | +32.3% | +16.3% |
| YTD | +16.0% | -46.4% | +62.4% | +20.0% |
| 1Y | +16.2% | -41.1% | +57.3% | +18.1% |
| 3Y | +86.4% | -18.6% | +105.0% | +76.7% |
| 5Y | +33.0% | -73.0% | +106.0% | +28.3% |
| All | +119.5% | -43.2% | +162.7% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling