+47.7%
KDP vs REPL
+147.5%
-99.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +1.7% |
| 7D | +4.0% | +5.3% | -1.3% | +4.0% |
| 30D | +16.8% | +66.6% | -49.8% | +16.9% |
| 3M | +32.0% | +59.6% | -27.5% | +32.1% |
| 6M | +35.2% | +482.4% | -447.2% | +33.3% |
| YTD | +40.9% | +124.1% | -83.2% | +38.9% |
| 1Y | +47.7% | +138.6% | -90.9% | +46.2% |
| All | +47.7% | +147.5% | -99.8% | +46.2% |
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