+75.0%
KEEL vs REPL
+119.0%
-44.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.8% |
| 7D | +2.9% | -14.1% | +17.0% | +2.9% |
| 30D | +0.8% | -15.2% | +16.1% | +0.9% |
| 3M | -35.3% | +49.9% | -85.2% | -35.3% |
| 6M | +59.4% | +63.5% | -4.2% | +54.9% |
| YTD | +51.9% | +32.9% | +19.0% | +46.0% |
| 1Y | +75.0% | +115.0% | -40.0% | +78.6% |
| All | +75.0% | +119.0% | -44.0% | +78.6% |
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