+16.2%
KDP vs REPL
-35.0%
+51.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | +9.7% | +92.2% | -82.5% | +9.4% |
| 3M | +17.6% | +44.1% | -26.5% | +17.4% |
| 6M | +25.8% | +313.0% | -287.2% | +24.4% |
| YTD | +33.9% | +125.2% | -91.3% | +31.9% |
| 1Y | +38.9% | +143.8% | -104.9% | +36.8% |
| 3Y | +26.8% | +104.2% | -77.4% | +22.3% |
| All | +16.2% | -35.0% | +51.2% | +16.9% |
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 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