+469.1%
DK vs SPY
+318.9%
+150.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +3.4% | -2.0% | +5.4% | +5.8% |
| 30D | +17.1% | -1.7% | +18.8% | +19.4% |
| 3M | +56.6% | +4.7% | +51.8% | +47.7% |
| 6M | +86.0% | +12.5% | +73.5% | +58.3% |
| YTD | +156.6% | +11.7% | +144.8% | +119.8% |
| 1Y | +157.7% | +17.5% | +140.2% | +107.5% |
| 3Y | +175.5% | +76.6% | +98.9% | +33.4% |
| 5Y | +444.0% | +82.0% | +361.9% | +146.6% |
| All | +469.1% | +318.9% | +150.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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