+52.4%
KDEF vs SPY
+27.4%
+25.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +8.7% | +3.3% | +5.4% | +4.7% |
| 30D | -18.7% | -2.7% | -16.0% | -15.7% |
| 3M | -32.9% | -1.7% | -31.2% | -31.0% |
| 6M | -44.9% | +3.1% | -48.0% | -45.5% |
| YTD | -30.0% | +11.9% | -41.9% | -35.3% |
| 1Y | -23.1% | +12.0% | -35.0% | -28.8% |
| All | +52.4% | +27.4% | +25.0% | +23.6% |
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