+3.7%
KMB vs REPL
+100.5%
-96.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.0% |
| 7D | +6.0% | +12.7% | -6.7% | +6.1% |
| 30D | +13.5% | +73.5% | -60.0% | +13.9% |
| 3M | +3.8% | +70.3% | -66.5% | +4.2% |
| 6M | +15.6% | +472.0% | -456.4% | +17.1% |
| YTD | +14.0% | +139.5% | -125.5% | +15.3% |
| 1Y | +12.9% | +167.3% | -154.3% | +14.2% |
| 3Y | +3.7% | +109.5% | -105.8% | +4.4% |
| All | +3.7% | +100.5% | -96.8% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling