+185.7%
KBWB vs SPY
+315.0%
-129.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | -0.4% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | +2.5% | -3.3% | +5.8% | +6.6% |
| 3M | -7.6% | -2.4% | -5.2% | -5.0% |
| 6M | +6.4% | +2.6% | +3.8% | +2.8% |
| YTD | +8.3% | +11.2% | -3.0% | -5.1% |
| 1Y | +18.3% | +13.4% | +5.0% | +1.4% |
| 3Y | +144.3% | +79.9% | +64.4% | +19.4% |
| 5Y | +44.2% | +72.2% | -28.0% | -25.3% |
| 10Y | +185.7% | +307.3% | -121.6% | -49.8% |
| All | +185.7% | +315.0% | -129.3% | -49.8% |
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 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