+65.9%
KBWP vs SPY
+75.1%
-9.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +0.8% | -2.7% | +3.5% | +1.5% |
| 30D | +12.4% | -5.4% | +17.8% | +14.1% |
| 3M | +2.4% | -4.1% | +6.5% | +3.5% |
| 6M | +19.3% | +0.7% | +18.6% | +18.3% |
| YTD | +11.4% | +8.7% | +2.7% | +7.1% |
| 1Y | +19.9% | +10.9% | +9.0% | +14.2% |
| 3Y | +65.9% | +75.0% | -9.0% | +32.0% |
| All | +65.9% | +75.1% | -9.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling