+412.3%
KB vs SPY
+962.3%
-550.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 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% | +17.2% |
| 6M | +21.5% | +13.0% | +8.5% | +5.0% |
| YTD | +49.6% | +13.5% | +36.0% | +28.7% |
| 1Y | +64.5% | +20.0% | +44.5% | +32.5% |
| 3Y | +247.3% | +77.2% | +170.1% | +69.7% |
| 5Y | +232.8% | +81.9% | +150.9% | +52.7% |
| 10Y | +332.2% | +314.1% | +18.1% | -36.9% |
| All | +412.3% | +962.3% | -550.0% | -74.8% |
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