+43.7%
REPL vs KMX
-30.6%
+74.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.9% | -6.3% |
| 7D | +5.3% | -2.3% | +7.5% | +5.8% |
| 30D | +66.6% | +6.3% | +60.3% | +64.1% |
| 3M | +59.6% | -7.4% | +66.9% | +61.7% |
| 6M | +482.4% | +37.9% | +444.5% | +423.0% |
| YTD | +124.1% | +39.5% | +84.6% | +88.6% |
| 1Y | +138.6% | +57.9% | +80.7% | +92.1% |
| 3Y | +96.0% | -15.0% | +111.0% | +76.1% |
| 5Y | -35.4% | -64.1% | +28.7% | -22.0% |
| All | +43.7% | -30.6% | +74.3% | +12.6% |
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