-10.5%
KCCA vs SPY
+89.5%
-100.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -2.4% | -1.1% | -1.3% | -2.3% |
| 3M | +3.0% | +3.9% | -0.9% | +2.4% |
| 6M | +12.9% | +13.6% | -0.7% | +10.9% |
| YTD | +0.4% | +12.7% | -12.3% | -1.3% |
| 1Y | +0.8% | +17.5% | -16.7% | -1.5% |
| 3Y | -20.9% | +76.9% | -97.8% | -29.6% |
| All | -10.5% | +89.5% | -100.0% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling