-97.4%
KAPA vs SPY
+38.3%
-135.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.5% |
| 7D | +5.6% | +3.3% | +2.3% | +3.2% |
| 30D | -42.0% | -2.7% | -39.3% | -40.7% |
| 3M | -80.7% | -1.7% | -78.9% | -80.4% |
| 6M | -85.8% | +3.1% | -88.9% | -86.0% |
| YTD | -90.3% | +11.9% | -102.2% | -90.9% |
| 1Y | -91.9% | +12.0% | -103.9% | -92.4% |
| All | -97.4% | +38.3% | -135.7% | -98.0% |
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 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