+42.6%
REPL vs KIM
+124.9%
-82.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | +22.8% | +4.1% | +18.7% | +20.9% |
| 30D | +63.8% | +16.8% | +47.0% | +54.2% |
| 3M | +68.1% | +5.7% | +62.4% | +64.4% |
| 6M | +528.5% | +9.7% | +518.8% | +501.7% |
| YTD | +122.4% | +30.2% | +92.2% | +98.0% |
| 1Y | +154.4% | +32.1% | +122.2% | +125.0% |
| 3Y | +68.0% | +58.6% | +9.4% | +33.3% |
| 5Y | -35.4% | +31.2% | -66.5% | -45.1% |
| All | +42.6% | +124.9% | -82.3% | -6.3% |
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 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