+45.0%
REPL vs KMX
-32.3%
+77.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.5% |
| 7D | +9.8% | 0.0% | +9.8% | +9.7% |
| 30D | +81.5% | +3.5% | +78.0% | +79.9% |
| 3M | +44.2% | -10.4% | +54.7% | +47.3% |
| 6M | +437.4% | +37.6% | +399.8% | +382.8% |
| YTD | +126.1% | +36.1% | +90.1% | +91.4% |
| 1Y | +143.1% | +52.8% | +90.4% | +97.5% |
| 3Y | +97.8% | -17.0% | +114.9% | +78.7% |
| 5Y | -34.3% | -64.7% | +30.4% | -20.5% |
| All | +45.0% | -32.3% | +77.3% | +14.3% |
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