-90.3%
KAPA vs SPY
+39.6%
-129.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | +7.3% | +0.5% | +6.7% | +6.9% |
| 30D | -34.5% | -0.9% | -33.5% | -34.0% |
| 3M | -43.8% | +3.9% | -47.7% | -45.1% |
| 6M | -59.9% | +14.5% | -74.4% | -62.8% |
| YTD | -64.4% | +12.9% | -77.3% | -66.7% |
| 1Y | -86.3% | +19.4% | -105.7% | -87.4% |
| All | -90.3% | +39.6% | -129.9% | -92.7% |
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