+53.6%
REPL vs KMX
-30.3%
+83.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | +12.7% | +1.5% | +11.2% | +12.3% |
| 30D | +73.5% | +3.0% | +70.5% | +72.1% |
| 3M | +70.3% | -7.8% | +78.1% | +72.8% |
| 6M | +472.0% | +34.3% | +437.7% | +417.7% |
| YTD | +139.5% | +40.2% | +99.3% | +101.3% |
| 1Y | +167.3% | +63.0% | +104.3% | +113.2% |
| 3Y | +109.5% | -14.5% | +124.0% | +88.0% |
| 5Y | -29.9% | -64.3% | +34.4% | -15.1% |
| All | +53.6% | -30.3% | +83.8% | +20.2% |
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