-13.5%
KBWD vs SPY
+11.8%
-25.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.8% | +3.3% | -7.1% | -5.8% |
| 30D | -0.7% | -2.7% | +2.0% | +1.0% |
| 3M | -15.4% | -1.7% | -13.7% | -14.5% |
| 6M | -14.1% | +3.1% | -17.2% | -16.0% |
| YTD | -15.5% | +11.9% | -27.3% | -22.5% |
| 1Y | -13.5% | +12.0% | -25.5% | -20.8% |
| All | -13.5% | +11.8% | -25.3% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling