+46.5%
KRE vs REPL
+45.5%
+1.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.7% |
| 7D | +0.3% | +12.7% | -12.4% | -0.2% |
| 30D | +5.9% | +73.5% | -67.6% | +3.3% |
| 3M | -3.3% | +70.3% | -73.6% | -5.8% |
| 6M | +5.8% | +472.0% | -466.1% | -6.4% |
| YTD | +14.7% | +139.5% | -124.8% | +2.7% |
| 1Y | +22.0% | +167.3% | -145.3% | +8.4% |
| 3Y | +91.6% | +109.5% | -17.9% | +43.3% |
| 5Y | +13.0% | -29.9% | +42.9% | -6.7% |
| All | +46.5% | +45.5% | +1.0% | -8.5% |
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 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