+95.7%
QQQ vs KRE
+32.1%
+63.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.6% | -1.8% | +1.3% | +0.1% |
| 30D | -1.2% | -4.5% | +3.3% | +0.5% |
| 3M | -0.2% | +2.7% | -2.9% | -1.4% |
| 6M | +17.9% | +16.9% | +1.1% | +10.8% |
| YTD | +16.6% | +15.4% | +1.3% | +9.8% |
| 1Y | +23.0% | +16.1% | +6.9% | +15.1% |
| 3Y | +92.9% | +85.7% | +7.2% | +46.2% |
| All | +95.7% | +32.1% | +63.7% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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