+126.3%
KBR vs SPY
+684.2%
-557.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | +0.2% | +0.5% | -0.3% | -0.5% |
| 30D | -2.6% | -0.9% | -1.7% | -1.4% |
| 3M | +5.7% | +3.9% | +1.8% | +0.1% |
| 6M | -6.6% | +14.5% | -21.1% | -22.7% |
| YTD | -7.0% | +12.9% | -19.9% | -21.6% |
| 1Y | -23.6% | +19.4% | -43.0% | -40.3% |
| 3Y | -35.7% | +78.5% | -114.2% | -71.9% |
| 5Y | -0.6% | +81.8% | -82.4% | -59.6% |
| 10Y | +181.9% | +311.5% | -129.7% | -62.6% |
| All | +126.3% | +684.2% | -557.9% | -83.8% |
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