+458.9%
KEYS vs REPL
-19.2%
+478.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.1% |
| 7D | +3.5% | -14.1% | +17.6% | +4.2% |
| 30D | -4.5% | -15.2% | +10.7% | -3.9% |
| 3M | -0.4% | +49.9% | -50.3% | -4.2% |
| 6M | +19.1% | +63.5% | -44.4% | +9.3% |
| YTD | +66.7% | +32.9% | +33.7% | +54.2% |
| 1Y | +96.5% | +115.0% | -18.5% | +71.1% |
| 3Y | +155.2% | -34.7% | +189.9% | +112.5% |
| 5Y | +88.0% | -59.7% | +147.6% | +59.3% |
| All | +458.9% | -19.2% | +478.2% | +267.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling