-0.8%
REPL vs KIM
+108.0%
-108.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.0% |
| 3M | +52.4% | +0.5% | +51.8% | +51.4% |
| 6M | +107.4% | +3.6% | +103.8% | +103.2% |
| YTD | +54.7% | +20.4% | +34.3% | +42.0% |
| 1Y | +158.9% | +9.7% | +149.2% | +146.2% |
| 3Y | -23.7% | +46.0% | -69.7% | -37.6% |
| 5Y | -54.3% | +34.4% | -88.8% | -61.4% |
| All | -0.8% | +108.0% | -108.8% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling