-67.7%
KD vs SPY
+81.3%
-149.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -5.4% | +0.1% | -5.4% | -5.3% |
| 3M | +8.3% | +2.0% | +6.3% | +5.3% |
| 6M | +0.1% | +13.0% | -12.9% | -15.3% |
| YTD | -50.5% | +13.5% | -64.0% | -58.5% |
| 1Y | -58.6% | +20.0% | -78.6% | -67.8% |
| 3Y | -22.0% | +77.2% | -99.2% | -62.9% |
| All | -67.7% | +81.3% | -149.0% | -85.0% |
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