+48.5%
KDP vs REPL
+175.2%
-126.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.8% |
| 7D | +8.2% | +12.7% | -4.5% | +8.2% |
| 30D | +18.4% | +73.5% | -55.1% | +18.5% |
| 3M | +29.2% | +70.3% | -41.1% | +29.3% |
| 6M | +32.3% | +472.0% | -439.7% | +30.6% |
| YTD | +38.5% | +139.5% | -101.0% | +37.5% |
| 1Y | +48.5% | +167.3% | -118.8% | +45.8% |
| All | +48.5% | +175.2% | -126.7% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling