+87.5%
KDP vs REPL
+45.5%
+42.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.7% |
| 7D | +8.2% | +12.7% | -4.5% | +8.0% |
| 30D | +18.4% | +73.5% | -55.1% | +17.4% |
| 3M | +29.2% | +70.3% | -41.1% | +28.2% |
| 6M | +32.3% | +472.0% | -439.7% | +27.1% |
| YTD | +38.5% | +139.5% | -101.0% | +33.5% |
| 1Y | +48.5% | +167.3% | -118.8% | +42.8% |
| 3Y | +32.5% | +109.5% | -77.1% | +21.1% |
| 5Y | +19.7% | -29.9% | +49.6% | +13.3% |
| All | +87.5% | +45.5% | +42.0% | +57.5% |
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