+639.1%
KBWP vs SPY
+706.6%
-67.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | +14.6% | +2.0% | +12.6% | +12.7% |
| 6M | +6.7% | +13.0% | -6.3% | -1.7% |
| YTD | +5.8% | +13.5% | -7.8% | -3.0% |
| 1Y | +9.9% | +20.0% | -10.1% | -2.9% |
| 3Y | +67.7% | +77.2% | -9.5% | +13.7% |
| 5Y | +84.8% | +81.9% | +2.9% | +21.7% |
| 10Y | +222.3% | +314.1% | -91.7% | +36.1% |
| All | +639.1% | +706.6% | -67.5% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling