+115.5%
KBWD vs SPY
+700.9%
-585.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +2.3% |
| 7D | -0.4% | -4.7% | +4.4% | +3.8% |
| 30D | +0.5% | -5.9% | +6.4% | +5.8% |
| 3M | -9.5% | -4.5% | -4.9% | -5.9% |
| 6M | -14.5% | +1.8% | -16.3% | -16.1% |
| YTD | -12.1% | +8.3% | -20.4% | -18.4% |
| 1Y | -9.3% | +9.3% | -18.6% | -16.5% |
| 3Y | +8.0% | +74.9% | -66.8% | -34.9% |
| 5Y | -10.1% | +67.3% | -77.3% | -43.9% |
| 10Y | +42.2% | +311.6% | -269.4% | -58.9% |
| All | +115.5% | +700.9% | -585.4% | -65.5% |
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