+145.9%
KALU vs SPY
+76.5%
+69.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.5% |
| 7D | +3.0% | -0.4% | +3.3% | +3.4% |
| 30D | -10.5% | -1.4% | -9.1% | -8.7% |
| 3M | -6.7% | +3.7% | -10.4% | -11.5% |
| 6M | +36.7% | +13.0% | +23.7% | +15.4% |
| YTD | +47.9% | +12.4% | +35.5% | +26.1% |
| 1Y | +130.0% | +18.5% | +111.4% | +82.6% |
| All | +145.9% | +76.5% | +69.4% | -7.5% |
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