+234.0%
KBWP vs SPY
+308.5%
-74.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.4% | +3.3% | -3.7% | -2.7% |
| 30D | +11.0% | -2.7% | +13.7% | +12.9% |
| 3M | +7.3% | -1.7% | +9.0% | +8.2% |
| 6M | +21.2% | +3.1% | +18.1% | +17.5% |
| YTD | +13.5% | +11.9% | +1.6% | +3.2% |
| 1Y | +18.0% | +12.0% | +6.0% | +7.1% |
| 3Y | +70.2% | +78.2% | -8.0% | +5.2% |
| 5Y | +98.4% | +73.2% | +25.2% | +23.9% |
| All | +234.0% | +308.5% | -74.5% | +4.5% |
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 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