+1,739.7%
QLD vs KR
+127.1%
+1,612.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | +3.0% | -1.3% | +4.2% | +3.1% |
| 30D | -1.8% | +1.5% | -3.3% | -2.0% |
| 3M | -1.8% | -8.5% | +6.7% | -1.0% |
| 6M | +36.9% | -21.9% | +58.8% | +40.9% |
| YTD | +28.7% | -6.9% | +35.6% | +28.2% |
| 1Y | +41.9% | -14.0% | +55.9% | +43.0% |
| 3Y | +184.2% | +30.3% | +153.9% | +155.1% |
| 5Y | +122.1% | +37.7% | +84.4% | +94.4% |
| All | +1,739.7% | +127.1% | +1,612.7% | +1,289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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