+212.7%
KEEL vs REPL
-33.1%
+245.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.4% | +1.1% | -7.3% |
| 7D | +2.7% | -13.4% | +16.1% | +2.6% |
| 30D | +4.6% | -3.0% | +7.6% | +4.5% |
| 3M | -34.5% | +56.3% | -90.8% | -34.3% |
| 6M | +59.3% | +60.9% | -1.6% | +58.8% |
| YTD | +46.4% | +36.2% | +10.2% | +45.4% |
| 1Y | +96.6% | +121.0% | -24.5% | +101.4% |
| All | +212.7% | -33.1% | +245.9% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling