+33.0%
KRE vs REPL
-53.9%
+86.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +2.3% | -5.7% | +8.1% | +2.4% |
| 30D | -2.5% | +22.5% | -25.0% | -2.9% |
| 3M | +6.2% | +64.7% | -58.4% | +4.1% |
| 6M | +15.8% | +83.0% | -67.2% | +10.6% |
| YTD | +16.0% | +52.0% | -36.0% | +11.2% |
| 1Y | +16.2% | +144.5% | -128.4% | +7.6% |
| 3Y | +86.4% | -25.1% | +111.5% | +69.7% |
| 5Y | +33.0% | -52.9% | +85.8% | +25.6% |
| All | +33.0% | -53.9% | +86.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling