+139.5%
KARO vs SPY
+82.3%
+57.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.5% |
| 30D | +3.2% | -1.1% | +4.2% | +4.0% |
| 3M | +45.6% | +3.9% | +41.7% | +41.3% |
| 6M | +40.3% | +13.6% | +26.7% | +26.9% |
| YTD | +45.7% | +12.7% | +33.1% | +32.8% |
| 1Y | +19.7% | +17.5% | +2.2% | +5.7% |
| 3Y | +203.6% | +76.9% | +126.7% | +105.4% |
| All | +139.5% | +82.3% | +57.3% | +54.1% |
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