+219.8%
KBWP vs SPY
+312.5%
-92.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -3.0% | -0.4% | -2.6% | -2.7% |
| 30D | -4.2% | -1.4% | -2.9% | -3.3% |
| 3M | +8.8% | +3.7% | +5.1% | +5.5% |
| 6M | +6.6% | +13.0% | -6.4% | -3.2% |
| YTD | +2.9% | +12.4% | -9.5% | -6.4% |
| 1Y | +9.2% | +18.5% | -9.4% | -4.9% |
| 3Y | +65.1% | +77.6% | -12.5% | +2.7% |
| 5Y | +81.9% | +81.7% | +0.2% | +9.3% |
| 10Y | +219.8% | +319.7% | -99.9% | -1.6% |
| All | +219.8% | +312.5% | -92.7% | -1.6% |
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