+158.9%
REPL vs KIM
+9.1%
+149.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -2.0% |
| 7D | -3.0% | -0.8% | -2.2% | -3.1% |
| 30D | +27.1% | -5.1% | +32.2% | +25.4% |
| 3M | +52.4% | -0.6% | +53.0% | +51.8% |
| 6M | +107.4% | +2.4% | +105.0% | +107.0% |
| YTD | +54.7% | +19.0% | +35.7% | +46.4% |
| 1Y | +158.9% | +8.4% | +150.4% | +164.3% |
| All | +158.9% | +9.1% | +149.7% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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