+20.4%
KEY vs REPL
+161.1%
-140.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +2.2% | -3.0% | +5.2% | +2.2% |
| 30D | -3.0% | +27.1% | -30.2% | -3.0% |
| 3M | +3.3% | +52.4% | -49.0% | +3.5% |
| 6M | +9.2% | +107.4% | -98.3% | +9.5% |
| YTD | +10.6% | +54.7% | -44.1% | +11.2% |
| 1Y | +20.4% | +158.9% | -138.5% | +19.0% |
| All | +20.4% | +161.1% | -140.7% | +19.0% |
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