+39.7%
KMB vs REPL
+35.1%
+4.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.9% |
| 7D | +0.5% | +22.8% | -22.3% | +0.3% |
| 30D | +12.4% | +63.8% | -51.4% | +12.0% |
| 3M | +1.0% | +68.1% | -67.1% | +0.6% |
| 6M | +12.1% | +528.5% | -516.3% | +9.6% |
| YTD | +11.6% | +122.4% | -110.8% | +9.6% |
| 1Y | +13.1% | +154.4% | -141.2% | +10.8% |
| 3Y | +1.6% | +68.0% | -66.4% | -4.0% |
| 5Y | -0.3% | -35.4% | +35.0% | -3.6% |
| All | +39.7% | +35.1% | +4.6% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling