+148.2%
KR vs REPL
-19.2%
+167.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.7% |
| 7D | -0.2% | -14.1% | +13.9% | -0.1% |
| 30D | +5.1% | -15.2% | +20.3% | +5.2% |
| 3M | -8.2% | +49.9% | -58.0% | -8.7% |
| 6M | -18.0% | +63.5% | -81.5% | -19.3% |
| YTD | -4.8% | +32.9% | -37.7% | -6.1% |
| 1Y | -11.0% | +115.0% | -126.0% | -13.5% |
| 3Y | +37.7% | -34.7% | +72.4% | +32.8% |
| 5Y | +52.8% | -59.7% | +112.4% | +48.1% |
| All | +148.2% | -19.2% | +167.4% | +112.8% |
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