+249.1%
KB vs SPY
+77.4%
+171.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +6.6% | +0.1% | +6.6% | +6.7% |
| 3M | +19.7% | +2.0% | +17.7% | +17.5% |
| 6M | +21.5% | +13.0% | +8.5% | +8.0% |
| YTD | +49.6% | +13.5% | +36.0% | +32.5% |
| 1Y | +64.5% | +20.0% | +44.5% | +38.8% |
| All | +249.1% | +77.4% | +171.8% | +92.3% |
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