-38.6%
KD vs SPY
+14.6%
-53.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | +1.7% | +28.5% | +28.6% |
| 7D | +19.5% | -0.7% | +20.2% | +19.9% |
| 30D | +45.0% | -1.0% | +46.1% | +45.8% |
| 3M | +14.6% | -0.3% | +15.0% | +14.7% |
| 6M | +17.0% | +7.3% | +9.7% | +10.6% |
| YTD | -36.6% | +13.3% | -49.9% | -43.9% |
| 1Y | -38.6% | +14.8% | -53.4% | -46.3% |
| All | -38.6% | +14.6% | -53.2% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling