+148.6%
KR vs REPL
-6.0%
+154.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | +1.5% | -3.0% | +4.5% | +1.5% |
| 30D | +4.1% | +27.1% | -23.1% | +3.9% |
| 3M | -5.2% | +52.4% | -57.6% | -5.8% |
| 6M | -12.8% | +107.4% | -120.2% | -14.4% |
| YTD | -4.6% | +54.7% | -59.3% | -6.0% |
| 1Y | -11.7% | +158.9% | -170.5% | -14.3% |
| 3Y | +36.3% | -23.7% | +60.0% | +31.3% |
| 5Y | +40.0% | -54.3% | +94.3% | +35.7% |
| All | +148.6% | -6.0% | +154.6% | +113.0% |
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