+17.0%
KDP vs REPL
-35.6%
+52.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.7% |
| 7D | +2.2% | +22.8% | -20.6% | +2.1% |
| 30D | +19.9% | +63.8% | -43.8% | +19.7% |
| 3M | +21.5% | +68.1% | -46.6% | +21.2% |
| 6M | +30.1% | +528.5% | -498.4% | +28.0% |
| YTD | +34.9% | +122.4% | -87.5% | +33.0% |
| 1Y | +43.4% | +154.4% | -111.0% | +41.2% |
| 3Y | +29.1% | +68.0% | -38.9% | +25.2% |
| All | +17.0% | -35.6% | +52.6% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling