+2,093.6%
QQQ vs KRE
+148.5%
+1,945.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | -0.6% | -3.4% | +2.8% | +0.7% |
| 3M | +1.3% | +3.7% | -2.4% | -0.3% |
| 6M | +18.1% | +14.8% | +3.4% | +11.6% |
| YTD | +16.9% | +14.7% | +2.2% | +10.2% |
| 1Y | +24.0% | +16.0% | +8.0% | +15.9% |
| 3Y | +95.6% | +84.3% | +11.4% | +48.9% |
| 5Y | +94.5% | +30.9% | +63.6% | +66.5% |
| 10Y | +571.7% | +122.0% | +449.8% | +320.8% |
| All | +2,093.6% | +148.5% | +1,945.1% | +1,097.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling