+52.2%
KEY vs REPL
+37.4%
+14.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +1.8% | +9.8% | -8.0% | +1.3% |
| 30D | +7.1% | +81.5% | -74.4% | +4.2% |
| 3M | -5.9% | +44.2% | -50.1% | -7.7% |
| 6M | +2.2% | +437.4% | -435.2% | -9.4% |
| YTD | +6.4% | +126.1% | -119.7% | -4.6% |
| 1Y | +24.8% | +143.1% | -118.4% | +11.3% |
| 3Y | +125.2% | +97.8% | +27.4% | +67.8% |
| 5Y | +13.0% | -34.3% | +47.2% | -6.8% |
| All | +52.2% | +37.4% | +14.9% | -6.4% |
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