+128.7%
KEY vs REPL
+97.7%
+30.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +8.4% | +92.2% | -83.7% | +7.7% |
| 3M | -5.8% | +44.1% | -49.9% | -6.2% |
| 6M | +5.4% | +313.0% | -307.6% | +3.0% |
| YTD | +7.1% | +125.2% | -118.1% | +4.7% |
| 1Y | +26.8% | +143.8% | -117.0% | +23.7% |
| 3Y | +128.7% | +104.2% | +24.5% | +106.2% |
| All | +128.7% | +97.7% | +30.9% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling