+104.9%
KBA vs SPY
+304.1%
-199.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +0.5% | -0.6% | +1.0% | +0.8% |
| 30D | -8.1% | -3.7% | -4.5% | -6.2% |
| 3M | -16.1% | -2.7% | -13.4% | -14.8% |
| 6M | -16.0% | +2.2% | -18.2% | -17.0% |
| YTD | -8.3% | +10.8% | -19.1% | -13.3% |
| 1Y | -6.0% | +11.2% | -17.2% | -11.4% |
| 3Y | +39.6% | +76.5% | -36.9% | -0.6% |
| 5Y | +17.7% | +72.9% | -55.2% | -15.9% |
| 10Y | +104.9% | +304.8% | -199.9% | -13.8% |
| All | +104.9% | +304.1% | -199.2% | -13.8% |
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 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