-9.3%
KCCA vs SPY
+89.9%
-99.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -1.6% | +0.5% | -2.2% | -1.7% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +3.6% | +3.9% | -0.3% | +3.0% |
| 6M | +13.6% | +14.5% | -0.9% | +11.5% |
| YTD | +1.7% | +12.9% | -11.2% | 0.0% |
| 1Y | +13.2% | +19.4% | -6.1% | +10.3% |
| 3Y | -19.3% | +78.5% | -97.7% | -28.3% |
| All | -9.3% | +89.9% | -99.2% | -14.1% |
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