+130.7%
REPL vs KIM
+33.1%
+97.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +1.4% |
| 7D | +28.8% | +10.6% | +18.2% | +33.5% |
| 30D | +57.3% | +17.5% | +39.9% | +67.7% |
| 3M | +73.6% | +4.7% | +68.9% | +74.2% |
| 6M | +582.8% | +13.1% | +569.7% | +613.2% |
| YTD | +112.9% | +32.1% | +80.8% | +133.2% |
| 1Y | +130.7% | +32.7% | +98.0% | +154.6% |
| All | +130.7% | +33.1% | +97.5% | +154.6% |
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