+31.7%
KRE vs QSR
+40.5%
-8.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.8% | -4.0% | +2.2% | -0.3% |
| 30D | -4.5% | +2.8% | -7.2% | -5.6% |
| 3M | +2.7% | +5.1% | -2.4% | +0.5% |
| 6M | +16.9% | +8.8% | +8.1% | +12.2% |
| YTD | +15.4% | +14.8% | +0.5% | +7.9% |
| 1Y | +16.1% | +25.7% | -9.6% | +4.2% |
| 3Y | +85.7% | +27.5% | +58.2% | +60.6% |
| All | +31.7% | +40.5% | -8.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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