+357.8%
KB vs SPY
+960.3%
-602.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +1.6% |
| 7D | -0.3% | -0.7% | +0.4% | +0.6% |
| 30D | -7.8% | -1.0% | -6.8% | -6.6% |
| 3M | -4.2% | -0.3% | -3.8% | -3.6% |
| 6M | +8.6% | +7.3% | +1.2% | -0.1% |
| YTD | +33.6% | +13.3% | +20.3% | +15.4% |
| 1Y | +37.4% | +14.8% | +22.6% | +16.8% |
| 3Y | +207.5% | +82.9% | +124.6% | +44.7% |
| 5Y | +191.6% | +75.6% | +116.0% | +40.4% |
| 10Y | +284.2% | +330.5% | -46.3% | -46.9% |
| All | +357.8% | +960.3% | -602.5% | -77.4% |
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