+44.2%
KMB vs REPL
+39.1%
+5.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.3% | +3.2% |
| 7D | +3.4% | +14.2% | -10.8% | +3.3% |
| 30D | +14.7% | +65.9% | -51.2% | +14.3% |
| 3M | +3.3% | +84.6% | -81.3% | +2.8% |
| 6M | +16.8% | +446.9% | -430.1% | +14.4% |
| YTD | +15.2% | +129.0% | -113.8% | +13.1% |
| 1Y | +13.3% | +167.9% | -154.6% | +11.0% |
| 3Y | +5.4% | +93.9% | -88.5% | -0.7% |
| 5Y | +2.7% | -33.0% | +35.7% | -0.7% |
| All | +44.2% | +39.1% | +5.1% | +29.5% |
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