+92.9%
KBWP vs SPY
+67.4%
+25.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.8% | -2.7% | +3.5% | +2.0% |
| 30D | +12.4% | -5.4% | +17.8% | +15.1% |
| 3M | +2.4% | -4.1% | +6.5% | +4.2% |
| 6M | +19.3% | +0.7% | +18.6% | +18.1% |
| YTD | +11.4% | +8.7% | +2.7% | +5.9% |
| 1Y | +19.9% | +10.9% | +9.0% | +12.6% |
| 3Y | +65.9% | +75.0% | -9.0% | +18.8% |
| All | +92.9% | +67.4% | +25.5% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling