-52.2%
KDK vs SPY
+16.1%
-68.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.6% |
| 7D | +3.3% | -2.0% | +5.2% | +6.6% |
| 30D | -17.2% | -1.7% | -15.6% | -14.9% |
| 3M | -34.4% | +4.7% | -39.1% | -38.7% |
| 6M | -56.9% | +12.5% | -69.4% | -64.1% |
| YTD | -65.2% | +11.7% | -76.9% | -70.9% |
| All | -52.2% | +16.1% | -68.3% | -61.2% |
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 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