+587.7%
KBWB vs SPY
+717.5%
-129.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 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% | +5.8% |
| 6M | +19.8% | +13.0% | +6.8% | +3.0% |
| YTD | +17.2% | +13.5% | +3.6% | +0.3% |
| 1Y | +28.3% | +20.0% | +8.3% | +2.6% |
| 3Y | +149.6% | +77.2% | +72.4% | +23.9% |
| 5Y | +72.1% | +81.9% | -9.8% | -17.3% |
| 10Y | +237.3% | +314.1% | -76.8% | -40.8% |
| All | +587.7% | +717.5% | -129.8% | -46.9% |
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