+84.3%
KDP vs REPL
+39.1%
+45.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.8% |
| 7D | +0.3% | +14.2% | -13.9% | +0.1% |
| 30D | +16.3% | +65.9% | -49.6% | +15.5% |
| 3M | +24.0% | +84.6% | -60.6% | +22.9% |
| 6M | +30.0% | +446.9% | -416.9% | +25.0% |
| YTD | +36.1% | +129.0% | -92.9% | +31.2% |
| 1Y | +46.8% | +167.9% | -121.0% | +41.1% |
| 3Y | +30.5% | +93.9% | -63.4% | +19.5% |
| 5Y | +17.9% | -33.0% | +50.9% | +11.7% |
| All | +84.3% | +39.1% | +45.2% | +54.9% |
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