+152.0%
KEYS vs REPL
-24.7%
+176.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | +4.4% | -5.7% | +10.2% | +4.5% |
| 30D | -2.2% | +22.5% | -24.7% | -2.5% |
| 3M | +0.5% | +64.7% | -64.1% | -0.8% |
| 6M | +22.4% | +83.0% | -60.6% | +19.6% |
| YTD | +64.1% | +52.0% | +12.1% | +60.8% |
| 1Y | +97.0% | +144.5% | -47.6% | +89.2% |
| 3Y | +152.0% | -25.1% | +177.1% | +130.9% |
| All | +152.0% | -24.7% | +176.7% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling