+46.4%
KRE vs REPL
-9.7%
+56.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -1.1% | -9.6% | +8.5% | -0.6% |
| 30D | -3.4% | +5.7% | -9.1% | -3.7% |
| 3M | +3.7% | +56.4% | -52.7% | -0.4% |
| 6M | +14.8% | +67.4% | -52.7% | +4.7% |
| YTD | +14.7% | +48.7% | -34.0% | +5.0% |
| 1Y | +16.0% | +148.3% | -132.3% | -0.6% |
| 3Y | +84.3% | -26.7% | +110.9% | +51.0% |
| 5Y | +30.9% | -54.1% | +85.0% | +9.6% |
| All | +46.4% | -9.7% | +56.0% | -6.5% |
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