+48.8%
KEY vs REPL
+35.1%
+13.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.9% |
| 7D | -1.3% | +22.8% | -24.0% | -2.2% |
| 30D | +5.1% | +63.8% | -58.6% | +2.7% |
| 3M | -7.1% | +68.1% | -75.2% | -9.5% |
| 6M | -4.4% | +528.5% | -532.9% | -16.2% |
| YTD | +4.0% | +122.4% | -118.4% | -6.6% |
| 1Y | +23.4% | +154.4% | -130.9% | +9.7% |
| 3Y | +113.9% | +68.0% | +45.9% | +62.3% |
| 5Y | +12.3% | -35.4% | +47.7% | -7.2% |
| All | +48.8% | +35.1% | +13.7% | -8.5% |
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