-34.9%
REPL vs KMX
-66.4%
+31.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +8.3% |
| 7D | +22.8% | -7.4% | +30.1% | +24.0% |
| 30D | +63.8% | -3.4% | +67.2% | +64.4% |
| 3M | +68.1% | -11.3% | +79.5% | +70.4% |
| 6M | +528.5% | +30.6% | +497.9% | +490.5% |
| YTD | +122.4% | +33.2% | +89.2% | +97.3% |
| 1Y | +154.4% | +66.7% | +87.6% | +112.1% |
| 3Y | +68.0% | -22.1% | +90.0% | +59.5% |
| All | -34.9% | -66.4% | +31.5% | -23.5% |
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