+93.6%
KRE vs REPL
+91.4%
+2.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.7% |
| 7D | -0.4% | +14.2% | -14.6% | -0.5% |
| 30D | +6.4% | +65.9% | -59.4% | +5.9% |
| 3M | -3.1% | +84.6% | -87.6% | -3.7% |
| 6M | +6.4% | +446.9% | -440.6% | +3.3% |
| YTD | +15.3% | +129.0% | -113.7% | +12.4% |
| 1Y | +23.3% | +167.9% | -144.6% | +19.8% |
| 3Y | +93.6% | +93.9% | -0.3% | +75.6% |
| All | +93.6% | +91.4% | +2.2% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling