-52.9%
REPL vs KMX
-52.4%
-0.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.2% |
| 7D | -5.7% | -0.7% | -5.0% | -5.7% |
| 30D | +22.5% | +4.1% | +18.4% | +21.8% |
| 3M | +64.7% | +27.5% | +37.1% | +56.8% |
| 6M | +83.0% | +43.6% | +39.5% | +64.3% |
| YTD | +52.0% | +56.8% | -4.8% | +32.5% |
| 1Y | +144.5% | -1.3% | +145.9% | +136.0% |
| 3Y | -25.1% | -25.4% | +0.3% | -25.5% |
| 5Y | -52.9% | -53.9% | +1.0% | -48.9% |
| All | -52.9% | -52.4% | -0.5% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling