+103.0%
KBWY vs SPY
+730.2%
-627.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.8% |
| 7D | -2.3% | -0.9% | -1.4% | -1.7% |
| 30D | +2.2% | -2.4% | +4.5% | +4.1% |
| 3M | -4.4% | -1.2% | -3.3% | -3.7% |
| 6M | +1.3% | +3.3% | -2.0% | -2.2% |
| YTD | +16.1% | +12.3% | +3.8% | +3.8% |
| 1Y | +16.7% | +12.4% | +4.2% | +4.0% |
| 3Y | +27.5% | +78.8% | -51.3% | -27.1% |
| 5Y | +2.0% | +75.2% | -73.2% | -41.2% |
| 10Y | +6.4% | +311.1% | -304.7% | -71.1% |
| All | +103.0% | +730.2% | -627.2% | -70.2% |
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