+188.7%
KBR vs SPY
+322.5%
-133.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.6% |
| 7D | -0.6% | -0.8% | +0.1% | +0.3% |
| 30D | -4.0% | -1.1% | -2.9% | -2.8% |
| 3M | +4.0% | +3.9% | +0.1% | -0.9% |
| 6M | -2.0% | +13.6% | -15.6% | -16.2% |
| YTD | -8.1% | +12.7% | -20.8% | -20.7% |
| 1Y | -24.8% | +17.5% | -42.3% | -38.3% |
| 3Y | -36.5% | +76.9% | -113.4% | -69.1% |
| 5Y | -1.4% | +83.6% | -84.9% | -56.0% |
| All | +188.7% | +322.5% | -133.7% | -62.0% |
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 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