-86.2%
KDK vs SPY
+14.6%
-100.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.8% | -8.2% |
| 7D | -16.0% | -0.7% | -15.3% | -14.9% |
| 30D | -36.4% | -1.0% | -35.4% | -34.8% |
| 3M | -75.7% | -0.3% | -75.3% | -75.3% |
| 6M | -87.0% | +7.3% | -94.4% | -88.2% |
| YTD | -89.9% | +13.3% | -103.3% | -91.7% |
| 1Y | -86.2% | +14.8% | -101.0% | -89.0% |
| All | -86.2% | +14.6% | -100.9% | -89.0% |
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 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