-2.6%
REPL vs KIM
+109.4%
-112.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | +22.5% | -1.7% | +24.2% | +23.2% |
| 3M | +64.7% | -0.8% | +65.5% | +64.6% |
| 6M | +83.0% | +4.4% | +78.6% | +78.8% |
| YTD | +52.0% | +21.2% | +30.7% | +39.1% |
| 1Y | +144.5% | +10.5% | +134.0% | +131.7% |
| 3Y | -25.1% | +47.5% | -72.6% | -38.9% |
| 5Y | -52.9% | +37.1% | -90.0% | -60.5% |
| All | -2.6% | +109.4% | -112.0% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling