+36.9%
KARS vs SPY
+208.7%
-171.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | -14.5% | +2.0% | -16.5% | -16.0% |
| 6M | -4.8% | +13.0% | -17.9% | -15.8% |
| YTD | -1.5% | +13.5% | -15.1% | -13.2% |
| 1Y | +13.3% | +20.0% | -6.6% | -5.4% |
| 3Y | +1.4% | +77.2% | -75.8% | -44.9% |
| 5Y | -30.2% | +81.9% | -112.1% | -62.7% |
| All | +36.9% | +208.7% | -171.8% | -56.6% |
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