-53.0%
REPL vs KIM
+34.4%
-87.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +27.1% | -4.0% | +31.1% | +29.5% |
| 3M | +52.4% | +0.5% | +51.8% | +51.0% |
| 6M | +107.4% | +3.6% | +103.8% | +101.6% |
| YTD | +54.7% | +20.4% | +34.3% | +37.3% |
| 1Y | +158.9% | +9.7% | +149.2% | +141.5% |
| 3Y | -23.7% | +46.0% | -69.7% | -43.9% |
| All | -53.0% | +34.4% | -87.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling