+330.7%
KALU vs SPY
+758.7%
-428.0%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.8% |
| 7D | +1.6% | +2.6% | -1.0% | -1.7% |
| 30D | -26.3% | -2.0% | -24.3% | -23.8% |
| 3M | -40.2% | -2.8% | -37.4% | -37.5% |
| 6M | -38.9% | +2.1% | -41.0% | -39.9% |
| YTD | -3.5% | +11.5% | -15.0% | -14.7% |
| 1Y | +18.5% | +13.5% | +5.0% | +2.3% |
| 3Y | +114.7% | +77.7% | +37.0% | +5.1% |
| 5Y | +20.4% | +72.6% | -52.2% | -38.0% |
| 10Y | +85.5% | +308.2% | -222.6% | -67.0% |
| All | +330.7% | +758.7% | -428.0% | -69.4% |
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