+41.2%
KEY vs REPL
-54.3%
+95.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | -3.0% | +27.1% | -30.2% | -3.5% |
| 3M | +3.3% | +52.4% | -49.0% | +1.8% |
| 6M | +9.2% | +107.4% | -98.3% | +4.7% |
| YTD | +10.6% | +54.7% | -44.1% | +6.9% |
| 1Y | +20.4% | +158.9% | -138.5% | +12.6% |
| 3Y | +121.8% | -23.7% | +145.6% | +102.9% |
| All | +41.2% | -54.3% | +95.5% | +32.7% |
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