+96.5%
KEYS vs REPL
+119.0%
-22.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +3.5% | -14.1% | +17.6% | +3.5% |
| 30D | -4.5% | -15.2% | +10.7% | -4.4% |
| 3M | -0.4% | +49.9% | -50.3% | -0.8% |
| 6M | +19.1% | +63.5% | -44.4% | +19.7% |
| YTD | +66.7% | +32.9% | +33.7% | +67.5% |
| 1Y | +96.5% | +115.0% | -18.5% | +95.0% |
| All | +96.5% | +119.0% | -22.5% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling