+240.2%
KBWP vs SPY
+315.0%
-74.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +11.0% | -3.3% | +14.3% | +13.4% |
| 3M | +3.5% | -2.4% | +5.9% | +4.9% |
| 6M | +19.9% | +2.6% | +17.4% | +16.7% |
| YTD | +11.8% | +11.2% | +0.5% | +2.0% |
| 1Y | +18.2% | +13.4% | +4.8% | +6.2% |
| 3Y | +69.3% | +79.9% | -10.6% | +3.8% |
| 5Y | +94.9% | +72.2% | +22.7% | +22.3% |
| 10Y | +240.2% | +307.3% | -67.1% | +6.8% |
| All | +240.2% | +315.0% | -74.8% | +6.8% |
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 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