+37.2%
KBA vs SPY
+75.1%
-37.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.6% | -2.7% | +3.3% | +1.8% |
| 30D | -7.5% | -5.4% | -2.1% | -5.2% |
| 3M | -15.7% | -4.1% | -11.6% | -14.1% |
| 6M | -17.0% | +0.7% | -17.7% | -17.0% |
| YTD | -8.2% | +8.7% | -16.8% | -10.8% |
| 1Y | -5.6% | +10.9% | -16.5% | -9.0% |
| 3Y | +37.2% | +75.0% | -37.8% | +8.5% |
| All | +37.2% | +75.1% | -37.9% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling