+49.6%
KEY vs REPL
+25.1%
+24.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.6% |
| 7D | -2.5% | +15.1% | -17.6% | -3.1% |
| 30D | +4.1% | +51.1% | -47.0% | +2.0% |
| 3M | -8.4% | +69.2% | -77.6% | -10.7% |
| 6M | -2.3% | +597.6% | -599.8% | -15.0% |
| YTD | +4.6% | +106.0% | -101.4% | -5.8% |
| 1Y | +24.6% | +133.3% | -108.8% | +11.2% |
| 3Y | +112.8% | +41.0% | +71.8% | +64.0% |
| 5Y | +12.9% | -40.1% | +53.1% | -6.4% |
| All | +49.6% | +25.1% | +24.5% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling