+72.5%
KBWB vs SPY
+82.0%
-9.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +8.6% | +2.0% | +6.7% | +6.1% |
| 6M | +19.8% | +13.0% | +6.8% | +4.6% |
| YTD | +17.2% | +13.5% | +3.6% | +1.9% |
| 1Y | +28.3% | +20.0% | +8.3% | +4.9% |
| 3Y | +149.6% | +77.2% | +72.4% | +34.0% |
| All | +72.5% | +82.0% | -9.5% | -10.2% |
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