+107.9%
KBA vs SPY
+315.0%
-207.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.2% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | -6.6% | -3.3% | -3.3% | -4.8% |
| 3M | -15.2% | -2.4% | -12.7% | -14.0% |
| 6M | -14.6% | +2.6% | -17.1% | -15.7% |
| YTD | -6.7% | +11.2% | -17.9% | -12.0% |
| 1Y | -3.7% | +13.4% | -17.1% | -10.2% |
| 3Y | +41.0% | +79.9% | -38.9% | -0.7% |
| 5Y | +19.0% | +72.2% | -53.2% | -14.7% |
| 10Y | +107.9% | +307.3% | -199.4% | -12.7% |
| All | +107.9% | +315.0% | -207.1% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling