-100.0%
KALA vs SPY
+256.4%
-356.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +6.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | -28.1% | -0.9% | -27.1% | -27.3% |
| 3M | -76.5% | +3.9% | -80.4% | -77.1% |
| 6M | -96.1% | +14.5% | -110.7% | -96.5% |
| YTD | -98.1% | +12.9% | -111.0% | -98.2% |
| 1Y | -99.9% | +19.4% | -119.3% | -99.9% |
| 3Y | -99.9% | +78.5% | -178.4% | -99.9% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +256.4% | -356.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling