+15.2%
KEY vs REPL
-33.0%
+48.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.6% |
| 7D | -0.4% | +14.2% | -14.6% | -0.6% |
| 30D | +7.2% | +65.9% | -58.7% | +6.2% |
| 3M | -4.9% | +84.6% | -89.5% | -6.0% |
| 6M | +1.1% | +446.9% | -445.9% | -3.7% |
| YTD | +6.8% | +129.0% | -122.2% | +2.5% |
| 1Y | +23.3% | +167.9% | -144.6% | +17.7% |
| 3Y | +126.1% | +93.9% | +32.2% | +96.5% |
| 5Y | +15.2% | -33.0% | +48.2% | +8.0% |
| All | +15.2% | -33.0% | +48.2% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling