-58.7%
KD vs SPY
+78.0%
-136.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | +3.2% | +2.6% | +0.6% | -0.2% |
| 30D | +42.6% | -2.0% | +44.6% | +46.6% |
| 3M | +20.6% | -2.8% | +23.4% | +25.3% |
| 6M | +52.1% | +2.1% | +50.0% | +47.7% |
| YTD | -36.7% | +11.5% | -48.2% | -45.7% |
| 1Y | -34.3% | +13.5% | -47.8% | -44.9% |
| 3Y | -3.7% | +77.7% | -81.4% | -54.4% |
| 5Y | -18.9% | +72.6% | -91.6% | -63.8% |
| All | -58.7% | +78.0% | -136.7% | -80.4% |
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