-90.8%
KAPA vs SPY
+38.1%
-128.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | +0.6% | -2.0% | +2.6% | +2.0% |
| 30D | -33.9% | -1.7% | -32.2% | -33.0% |
| 3M | -44.2% | +4.7% | -48.9% | -45.6% |
| 6M | -62.5% | +12.5% | -75.0% | -64.9% |
| YTD | -66.2% | +11.7% | -77.9% | -68.2% |
| 1Y | -87.0% | +17.5% | -104.5% | -87.9% |
| All | -90.8% | +38.1% | -128.9% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling