+52.3%
KEY vs REPL
+45.5%
+6.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.5% |
| 7D | +0.5% | +12.7% | -12.2% | 0.0% |
| 30D | +6.9% | +73.5% | -66.6% | +4.1% |
| 3M | -5.0% | +70.3% | -75.3% | -7.5% |
| 6M | +0.7% | +472.0% | -471.3% | -11.0% |
| YTD | +6.5% | +139.5% | -133.0% | -4.7% |
| 1Y | +22.6% | +167.3% | -144.7% | +8.8% |
| 3Y | +125.3% | +109.5% | +15.8% | +67.5% |
| 5Y | +13.9% | -29.9% | +43.8% | -6.3% |
| All | +52.3% | +45.5% | +6.8% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling