+402.1%
KEYS vs REPL
+37.4%
+364.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +16.7% | +9.8% | +6.9% | +16.2% |
| 30D | -17.8% | +81.5% | -99.3% | -20.1% |
| 3M | -14.2% | +44.2% | -58.4% | -15.8% |
| 6M | -15.9% | +437.4% | -453.3% | -24.9% |
| YTD | +49.7% | +126.1% | -76.4% | +35.1% |
| 1Y | +65.3% | +143.1% | -77.8% | +48.5% |
| 3Y | +144.9% | +97.8% | +47.0% | +86.3% |
| 5Y | +63.0% | -34.3% | +97.3% | +35.4% |
| All | +402.1% | +37.4% | +364.7% | +222.0% |
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 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