+180.9%
DK vs SPY
+76.5%
+104.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | +5.4% | -0.4% | +5.7% | +5.6% |
| 30D | +23.8% | -1.4% | +25.2% | +25.1% |
| 3M | +62.3% | +3.7% | +58.6% | +57.3% |
| 6M | +89.3% | +13.0% | +76.3% | +68.5% |
| YTD | +157.9% | +12.4% | +145.5% | +130.4% |
| 1Y | +140.9% | +18.5% | +122.4% | +103.2% |
| All | +180.9% | +76.5% | +104.3% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling