-4.7%
REPL vs KMX
-22.4%
+17.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -9.6% | -1.9% | -7.7% | -9.2% |
| 30D | +5.7% | +2.6% | +3.1% | +5.0% |
| 3M | +56.4% | +25.6% | +30.8% | +45.2% |
| 6M | +67.4% | +41.9% | +25.6% | +43.3% |
| YTD | +48.7% | +56.0% | -7.4% | +22.3% |
| 1Y | +148.3% | -1.8% | +150.1% | +131.5% |
| 3Y | -26.7% | -25.7% | -1.0% | -29.5% |
| 5Y | -54.1% | -54.7% | +0.6% | -49.0% |
| All | -4.7% | -22.4% | +17.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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