-35.3%
KEEL vs REPL
-59.3%
+24.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.9% |
| 7D | +2.9% | -14.1% | +17.0% | +3.6% |
| 30D | +0.8% | -15.2% | +16.1% | +1.4% |
| 3M | -35.3% | +49.9% | -85.2% | -37.8% |
| 6M | +59.4% | +63.5% | -4.2% | +44.9% |
| YTD | +51.9% | +32.9% | +19.0% | +39.1% |
| 1Y | +75.0% | +115.0% | -40.0% | +52.1% |
| 3Y | +224.5% | -34.7% | +259.3% | +179.9% |
| All | -35.3% | -59.3% | +24.0% | -28.9% |
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