+7,859.7%
QLD vs KR
+865.7%
+6,994.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -3.8% | +2.7% | -6.5% | -4.9% |
| 30D | -20.5% | +11.3% | -31.8% | -24.4% |
| 3M | -14.6% | +22.3% | -36.9% | -22.2% |
| 6M | -14.7% | +5.8% | -20.4% | -18.7% |
| YTD | +11.2% | +11.7% | -0.5% | +1.6% |
| 1Y | +7.1% | +8.9% | -1.8% | -1.4% |
| 3Y | +141.1% | +67.1% | +74.0% | +70.1% |
| 5Y | +84.3% | +80.0% | +4.2% | +19.0% |
| 10Y | +1,450.1% | +156.3% | +1,293.8% | +603.1% |
| All | +7,859.7% | +865.7% | +6,994.0% | +1,052.5% |
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