+561.6%
KALU vs SPY
+769.7%
-208.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.9% |
| 7D | +2.7% | +0.5% | +2.2% | +1.9% |
| 30D | -9.2% | -0.9% | -8.2% | -8.1% |
| 3M | -5.4% | +3.9% | -9.3% | -9.9% |
| 6M | +38.0% | +14.5% | +23.5% | +16.6% |
| YTD | +48.3% | +12.9% | +35.4% | +27.9% |
| 1Y | +124.0% | +19.4% | +104.6% | +80.2% |
| 3Y | +153.3% | +78.5% | +74.8% | +22.9% |
| 5Y | +68.0% | +81.8% | -13.8% | -19.5% |
| 10Y | +165.0% | +311.5% | -146.5% | -53.7% |
| All | +561.6% | +769.7% | -208.1% | -54.1% |
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