+10.2%
KAT vs SPY
+15.7%
-5.5%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.1% | -2.7% | +3.8% | +2.5% |
| 30D | +4.5% | -5.4% | +9.9% | +7.3% |
| 3M | +2.9% | -4.1% | +7.0% | +4.9% |
| 6M | +7.7% | +0.7% | +7.0% | +7.1% |
| YTD | +9.1% | +8.7% | +0.5% | +3.8% |
| 1Y | +12.4% | +10.9% | +1.6% | +5.8% |
| All | +10.2% | +15.7% | -5.5% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling