+76.9%
KAPR vs SPY
+224.2%
-147.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.1% | -2.7% | +1.6% | +0.4% |
| 30D | -0.5% | -5.4% | +4.9% | +2.4% |
| 3M | -2.1% | -4.1% | +2.0% | 0.0% |
| 6M | +1.0% | +0.7% | +0.2% | +0.4% |
| YTD | +11.6% | +8.7% | +2.9% | +6.5% |
| 1Y | +14.5% | +10.9% | +3.6% | +8.0% |
| 3Y | +48.7% | +75.0% | -26.3% | +9.7% |
| 5Y | +37.9% | +67.8% | -29.9% | +2.3% |
| All | +76.9% | +224.2% | -147.3% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling