+283.4%
KEEL vs REPL
+43.6%
+239.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.7% |
| 7D | +7.8% | -3.0% | +10.7% | +7.9% |
| 30D | -11.7% | +27.1% | -38.8% | -13.0% |
| 3M | -41.5% | +52.4% | -93.9% | -43.9% |
| 6M | +54.9% | +107.4% | -52.5% | +37.8% |
| YTD | +47.7% | +54.7% | -7.1% | +33.4% |
| 1Y | +177.6% | +158.9% | +18.7% | +135.5% |
| 3Y | +164.9% | -23.7% | +188.6% | +111.1% |
| 5Y | -45.9% | -54.3% | +8.5% | -55.2% |
| All | +283.4% | +43.6% | +239.8% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling