+41.4%
KDEF vs SPY
+23.7%
+17.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.4% |
| 7D | -8.9% | -2.7% | -6.2% | -5.5% |
| 30D | -30.7% | -5.4% | -25.3% | -25.8% |
| 3M | -32.2% | -4.1% | -28.1% | -28.3% |
| 6M | -54.9% | +0.7% | -55.6% | -54.1% |
| YTD | -35.1% | +8.7% | -43.8% | -37.9% |
| 1Y | -30.8% | +10.9% | -41.7% | -34.7% |
| All | +41.4% | +23.7% | +17.6% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling