+16.7%
KARS vs SPY
+202.5%
-185.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -2.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -8.0% | -3.3% | -4.7% | -4.8% |
| 3M | -16.9% | -2.4% | -14.5% | -14.8% |
| 6M | -32.2% | +2.6% | -34.8% | -33.8% |
| YTD | -16.1% | +11.2% | -27.3% | -24.5% |
| 1Y | -15.9% | +13.4% | -29.3% | -25.8% |
| 3Y | +7.1% | +79.9% | -72.8% | -42.8% |
| 5Y | -47.7% | +72.2% | -119.9% | -70.4% |
| All | +16.7% | +202.5% | -185.7% | -62.2% |
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