-0.8%
REPL vs KMX
-18.5%
+17.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.9% |
| 7D | -3.0% | +1.9% | -4.9% | -3.4% |
| 30D | +27.1% | +11.7% | +15.5% | +23.8% |
| 3M | +52.4% | +34.9% | +17.5% | +39.0% |
| 6M | +107.4% | +50.3% | +57.2% | +75.1% |
| YTD | +54.7% | +63.8% | -9.1% | +25.9% |
| 1Y | +158.9% | +3.8% | +155.0% | +138.0% |
| 3Y | -23.7% | -24.3% | +0.5% | -26.6% |
| 5Y | -54.3% | -50.2% | -4.1% | -50.8% |
| All | -0.8% | -18.5% | +17.8% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling