+9.5%
KAUG vs SPY
+12.8%
-3.3%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | +0.8% |
| 30D | -0.1% | -2.0% | +1.8% | +0.7% |
| 3M | -2.1% | -0.2% | -1.9% | -2.0% |
| 6M | +1.3% | +5.2% | -3.9% | -1.3% |
| YTD | +7.1% | +11.5% | -4.3% | +0.8% |
| All | +9.5% | +12.8% | -3.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling