+145.6%
KRE vs QSR
+206.0%
-60.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.1% |
| 30D | -3.4% | +5.7% | -9.1% | -5.8% |
| 3M | +3.7% | +6.9% | -3.2% | +0.4% |
| 6M | +14.8% | +6.9% | +7.9% | +10.6% |
| YTD | +14.7% | +14.9% | -0.2% | +6.6% |
| 1Y | +16.0% | +29.1% | -13.1% | +2.2% |
| 3Y | +84.3% | +26.1% | +58.1% | +60.8% |
| 5Y | +30.9% | +42.3% | -11.4% | +6.8% |
| 10Y | +122.0% | +134.0% | -12.0% | +43.8% |
| All | +145.6% | +206.0% | -60.4% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling