+39.0%
KBWD vs SPY
+312.9%
-273.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.1% |
| 7D | +0.8% | -2.7% | +3.5% | +3.1% |
| 30D | +1.3% | -5.4% | +6.7% | +6.3% |
| 3M | -10.9% | -4.1% | -6.8% | -7.7% |
| 6M | -15.2% | +0.7% | -15.9% | -16.0% |
| YTD | -12.8% | +8.7% | -21.5% | -19.4% |
| 1Y | -10.1% | +10.9% | -20.9% | -18.4% |
| 3Y | +8.1% | +75.0% | -66.9% | -36.0% |
| 5Y | -10.8% | +67.8% | -78.6% | -45.4% |
| All | +39.0% | +312.9% | -273.9% | -61.9% |
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 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