+344.9%
DK vs SPY
+74.6%
+270.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +6.2% |
| 7D | +3.1% | -0.9% | +4.0% | +3.9% |
| 30D | -12.7% | -2.4% | -10.4% | -11.2% |
| 3M | +5.5% | -1.2% | +6.7% | +6.3% |
| 6M | +44.7% | +3.3% | +41.4% | +40.1% |
| YTD | +131.1% | +12.3% | +118.9% | +107.3% |
| 1Y | +64.4% | +12.4% | +52.0% | +47.2% |
| 3Y | +194.5% | +78.8% | +115.7% | +80.6% |
| 5Y | +344.9% | +75.2% | +269.7% | +183.7% |
| All | +344.9% | +74.6% | +270.3% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling