+198.6%
KBA vs SPY
+406.4%
-207.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | -4.7% | +2.0% | -6.7% | -5.9% |
| 6M | +8.4% | +13.0% | -4.6% | +0.7% |
| YTD | +6.1% | +13.5% | -7.5% | -1.8% |
| 1Y | +18.1% | +20.0% | -1.8% | +5.7% |
| 3Y | +47.4% | +77.2% | -29.7% | +1.3% |
| 5Y | +37.1% | +81.9% | -44.8% | -8.9% |
| 10Y | +131.1% | +314.1% | -182.9% | -23.6% |
| All | +198.6% | +406.4% | -207.7% | -9.0% |
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