+115.3%
KBWY vs SPY
+739.5%
-624.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | +3.0% | +2.0% | +1.0% | +0.7% |
| 6M | +13.3% | +13.0% | +0.3% | +1.0% |
| YTD | +23.2% | +13.5% | +9.6% | +9.2% |
| 1Y | +19.5% | +20.0% | -0.4% | +0.5% |
| 3Y | +21.5% | +77.2% | -55.7% | -29.7% |
| 5Y | +11.0% | +81.9% | -70.9% | -38.2% |
| 10Y | +4.4% | +314.1% | -309.7% | -71.8% |
| All | +115.3% | +739.5% | -624.2% | -68.6% |
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