+45.8%
KRE vs REPL
+36.8%
+9.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +6.1% | +92.2% | -86.1% | +3.0% |
| 3M | -5.9% | +44.1% | -50.0% | -7.6% |
| 6M | +9.6% | +313.0% | -303.4% | -1.1% |
| YTD | +14.2% | +125.2% | -111.0% | +2.5% |
| 1Y | +22.5% | +143.8% | -121.3% | +9.3% |
| 3Y | +90.4% | +104.2% | -13.8% | +42.0% |
| 5Y | +11.9% | -34.5% | +46.4% | -7.3% |
| All | +45.8% | +36.8% | +9.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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