-90.9%
KAPA vs SPY
+38.9%
-129.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -5.9% |
| 7D | +5.1% | -0.4% | +5.4% | +5.4% |
| 30D | -32.2% | -1.4% | -30.9% | -31.5% |
| 3M | -45.0% | +3.7% | -48.7% | -46.1% |
| 6M | -62.4% | +13.0% | -75.4% | -64.9% |
| YTD | -66.6% | +12.4% | -79.0% | -68.7% |
| 1Y | -88.0% | +18.5% | -106.5% | -88.8% |
| All | -90.9% | +38.9% | -129.8% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling