-35.9%
KWEB vs REPL
+119.0%
-154.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.7% |
| 7D | -5.6% | -14.1% | +8.5% | -5.4% |
| 30D | -10.7% | -15.2% | +4.5% | -10.5% |
| 3M | -7.4% | +49.9% | -57.3% | -8.6% |
| 6M | -19.3% | +63.5% | -82.9% | -21.7% |
| YTD | -27.8% | +32.9% | -60.7% | -29.8% |
| 1Y | -35.9% | +115.0% | -150.9% | -39.1% |
| All | -35.9% | +119.0% | -154.9% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling