-68.6%
KD vs SPY
+80.3%
-148.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.0% |
| 7D | -2.5% | +0.5% | -3.1% | -3.2% |
| 30D | -8.8% | -0.9% | -7.8% | -7.5% |
| 3M | +10.6% | +3.9% | +6.8% | +5.0% |
| 6M | -3.0% | +14.5% | -17.6% | -19.4% |
| YTD | -51.8% | +12.9% | -64.8% | -59.4% |
| 1Y | -61.4% | +19.4% | -80.8% | -69.8% |
| 3Y | -24.4% | +78.5% | -102.9% | -64.4% |
| All | -68.6% | +80.3% | -148.9% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling