+81.6%
KAPR vs SPY
+236.9%
-155.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.7% | +0.5% | +0.1% | +0.4% |
| 30D | 0.0% | -0.9% | +1.0% | +0.5% |
| 3M | +3.6% | +3.9% | -0.3% | +1.5% |
| 6M | +13.3% | +14.5% | -1.2% | +5.3% |
| YTD | +14.6% | +12.9% | +1.7% | +7.2% |
| 1Y | +18.5% | +19.4% | -0.8% | +7.5% |
| 3Y | +47.3% | +78.5% | -31.2% | +7.5% |
| 5Y | +46.6% | +81.8% | -35.1% | +4.7% |
| All | +81.6% | +236.9% | -155.3% | -10.3% |
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