-42.1%
KWEB vs REPL
-59.3%
+17.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.7% |
| 7D | -5.6% | -14.1% | +8.5% | -5.1% |
| 30D | -10.7% | -15.2% | +4.5% | -10.3% |
| 3M | -7.4% | +49.9% | -57.3% | -10.0% |
| 6M | -19.3% | +63.5% | -82.9% | -24.5% |
| YTD | -27.8% | +32.9% | -60.7% | -31.9% |
| 1Y | -35.9% | +115.0% | -150.9% | -42.2% |
| 3Y | -1.9% | -34.7% | +32.8% | -10.8% |
| All | -42.1% | -59.3% | +17.2% | -45.7% |
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