+7.9%
KMB vs REPL
+145.6%
-137.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.5% |
| 7D | -3.0% | +9.8% | -12.8% | -2.9% |
| 30D | +9.1% | +81.5% | -72.4% | +9.8% |
| 3M | -0.4% | +44.2% | -44.6% | 0.0% |
| 6M | +13.0% | +437.4% | -424.4% | +14.8% |
| YTD | +10.3% | +126.1% | -115.8% | +11.0% |
| All | +7.9% | +145.6% | -137.7% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling