+90.8%
KDP vs REPL
+36.1%
+54.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +1.8% |
| 7D | +4.0% | +5.3% | -1.3% | +3.9% |
| 30D | +16.8% | +66.6% | -49.8% | +15.9% |
| 3M | +32.0% | +59.6% | -27.5% | +31.1% |
| 6M | +35.2% | +482.4% | -447.2% | +29.7% |
| YTD | +40.9% | +124.1% | -83.2% | +35.9% |
| 1Y | +47.7% | +138.6% | -90.9% | +42.2% |
| 3Y | +34.8% | +96.0% | -61.2% | +23.3% |
| 5Y | +22.6% | -35.4% | +58.0% | +16.3% |
| All | +90.8% | +36.1% | +54.7% | +60.4% |
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