+158.9%
REPL vs KIM
+10.4%
+148.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.7% |
| 7D | -3.0% | +0.4% | -3.4% | -2.9% |
| 30D | +27.1% | -4.0% | +31.1% | +25.8% |
| 3M | +52.4% | +0.5% | +51.8% | +52.2% |
| 6M | +107.4% | +3.6% | +103.8% | +107.6% |
| YTD | +54.7% | +20.4% | +34.3% | +46.8% |
| 1Y | +158.9% | +9.7% | +149.2% | +165.0% |
| All | +158.9% | +10.4% | +148.4% | +165.0% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling