+0.6%
KAMO vs SPY
+14.7%
-14.1%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +0.1% | +0.2% | -0.1% | +0.1% |
| 3M | +0.5% | +2.8% | -2.3% | +0.2% |
| 6M | -0.1% | +14.3% | -14.4% | -1.6% |
| YTD | +0.1% | +14.0% | -13.8% | -1.4% |
| All | +0.6% | +14.7% | -14.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling