+7,443.4%
QLD vs KR
+853.1%
+6,590.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.5% |
| 7D | -10.3% | +1.4% | -11.7% | -10.9% |
| 30D | -26.1% | +14.3% | -40.3% | -30.4% |
| 3M | -17.8% | +18.9% | -36.7% | -24.2% |
| 6M | -15.6% | +3.8% | -19.4% | -19.0% |
| YTD | +5.4% | +10.2% | -4.8% | -3.2% |
| 1Y | +5.2% | +9.2% | -3.9% | -3.4% |
| 3Y | +139.4% | +60.3% | +79.2% | +72.2% |
| 5Y | +66.7% | +78.3% | -11.6% | +7.9% |
| 10Y | +1,422.1% | +169.9% | +1,252.2% | +558.4% |
| All | +7,443.4% | +853.1% | +6,590.4% | +997.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling