+1.5%
KDEF vs SPY
+20.8%
-19.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | +2.5% | +0.1% | +2.5% | +2.5% |
| 3M | -6.4% | +2.0% | -8.4% | -9.5% |
| 6M | -27.8% | +13.0% | -40.8% | -39.9% |
| YTD | -2.8% | +13.5% | -16.3% | -19.8% |
| 1Y | +1.5% | +20.0% | -18.5% | -21.8% |
| All | +1.5% | +20.8% | -19.4% | -21.8% |
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