+50.0%
KRE vs REPL
-6.0%
+56.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | -2.7% | +27.1% | -29.8% | -3.8% |
| 3M | +8.2% | +52.4% | -44.2% | +4.0% |
| 6M | +12.8% | +107.4% | -94.6% | +1.6% |
| YTD | +17.5% | +54.7% | -37.2% | +7.4% |
| 1Y | +16.6% | +158.9% | -142.3% | -0.3% |
| 3Y | +79.5% | -23.7% | +103.2% | +46.8% |
| 5Y | +32.4% | -54.3% | +86.8% | +11.4% |
| All | +50.0% | -6.0% | +56.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling