-1.7%
KBR vs SPY
+79.8%
-81.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | -2.3% | -2.0% | -0.3% | -0.8% |
| 30D | -3.0% | -1.7% | -1.3% | -1.8% |
| 3M | +7.0% | +4.7% | +2.3% | +3.3% |
| 6M | -2.9% | +12.5% | -15.4% | -11.2% |
| YTD | -8.5% | +11.7% | -20.2% | -15.8% |
| 1Y | -25.6% | +17.5% | -43.1% | -34.1% |
| 3Y | -36.8% | +76.6% | -113.3% | -57.9% |
| 5Y | -1.7% | +82.0% | -83.8% | -37.5% |
| All | -1.7% | +79.8% | -81.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling