+41.0%
KMB vs REPL
+36.8%
+4.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +10.1% | +92.2% | -82.1% | +9.6% |
| 3M | 0.0% | +44.1% | -44.1% | -0.2% |
| 6M | +15.7% | +313.0% | -297.3% | +13.8% |
| YTD | +12.6% | +125.2% | -112.6% | +10.6% |
| 1Y | +10.1% | +143.8% | -133.6% | +8.0% |
| 3Y | +2.1% | +104.2% | -102.1% | -4.1% |
| 5Y | -0.7% | -34.5% | +33.9% | -4.0% |
| All | +41.0% | +36.8% | +4.2% | +26.6% |
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