+101.2%
KBA vs SPY
+307.0%
-205.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.8% | +2.6% | -3.4% | -2.2% |
| 30D | -5.3% | -2.0% | -3.3% | -4.2% |
| 3M | -15.9% | -2.8% | -13.1% | -14.6% |
| 6M | -20.1% | +2.1% | -22.3% | -21.0% |
| YTD | -8.9% | +11.5% | -20.4% | -14.2% |
| 1Y | -6.6% | +13.5% | -20.1% | -13.0% |
| 3Y | +37.7% | +77.7% | -40.0% | -2.3% |
| 5Y | +14.8% | +72.6% | -57.8% | -17.9% |
| All | +101.2% | +307.0% | -205.8% | -17.7% |
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