-2.7%
KMB vs REPL
-35.3%
+32.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.1% |
| 3M | -0.4% | +44.2% | -44.6% | -0.4% |
| 6M | +13.0% | +437.4% | -424.4% | +12.8% |
| YTD | +10.3% | +126.1% | -115.8% | +10.1% |
| 1Y | +8.2% | +143.1% | -134.9% | +8.0% |
| 3Y | +0.4% | +97.8% | -97.5% | -2.8% |
| 5Y | -2.7% | -34.3% | +31.6% | -5.1% |
| All | -2.7% | -35.3% | +32.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling