+144.5%
REPL vs KIM
+10.5%
+134.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.6% |
| 7D | -5.7% | -0.3% | -5.4% | -5.8% |
| 30D | +22.5% | -1.7% | +24.2% | +21.8% |
| 3M | +64.7% | -0.8% | +65.5% | +64.3% |
| 6M | +83.0% | +4.4% | +78.6% | +84.2% |
| YTD | +52.0% | +21.2% | +30.7% | +47.6% |
| 1Y | +144.5% | +10.5% | +134.0% | +138.7% |
| All | +144.5% | +10.5% | +134.0% | +138.7% |
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