+16.2%
KARS vs SPY
+195.5%
-179.2%
-64.8%
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% | +0.4% |
| 7D | +1.5% | -2.7% | +4.2% | +4.4% |
| 30D | -8.3% | -5.4% | -2.9% | -2.9% |
| 3M | -15.2% | -4.1% | -11.1% | -11.4% |
| 6M | -32.3% | +0.7% | -33.0% | -32.5% |
| YTD | -16.4% | +8.7% | -25.1% | -22.9% |
| 1Y | -16.2% | +10.9% | -27.1% | -24.3% |
| 3Y | +2.0% | +75.0% | -73.0% | -43.9% |
| 5Y | -48.1% | +67.8% | -115.9% | -69.9% |
| All | +16.2% | +195.5% | -179.2% | -61.4% |
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