-58.0%
KD vs SPY
+79.3%
-137.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.5% |
| 7D | +1.7% | -0.9% | +2.6% | +2.8% |
| 30D | +45.4% | -2.4% | +47.8% | +50.2% |
| 3M | +28.2% | -1.2% | +29.4% | +30.5% |
| 6M | +45.2% | +3.3% | +41.9% | +38.8% |
| YTD | -35.5% | +12.3% | -47.8% | -45.1% |
| 1Y | -33.3% | +12.4% | -45.7% | -43.3% |
| 3Y | -3.1% | +78.8% | -81.9% | -54.5% |
| 5Y | -19.6% | +75.2% | -94.7% | -63.9% |
| All | -58.0% | +79.3% | -137.2% | -80.2% |
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