+83.1%
KEYS vs REPL
-53.9%
+137.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.7% |
| 7D | +2.9% | -9.6% | +12.5% | +3.2% |
| 30D | -1.3% | +5.7% | -7.0% | -1.5% |
| 3M | -0.1% | +56.4% | -56.5% | -2.6% |
| 6M | +17.4% | +67.4% | -50.1% | +11.5% |
| YTD | +62.9% | +48.7% | +14.2% | +55.1% |
| 1Y | +95.7% | +148.3% | -52.5% | +78.5% |
| 3Y | +150.2% | -26.7% | +176.9% | +125.9% |
| 5Y | +83.1% | -54.1% | +137.2% | +65.1% |
| All | +83.1% | -53.9% | +137.0% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling