-53.0%
KDK vs SPY
+17.1%
-70.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.9% |
| 7D | -2.1% | -0.8% | -1.3% | -0.9% |
| 30D | -9.3% | -1.1% | -8.3% | -7.7% |
| 3M | -39.1% | +3.9% | -43.0% | -42.4% |
| 6M | -58.4% | +13.6% | -72.0% | -65.9% |
| YTD | -65.8% | +12.7% | -78.4% | -71.7% |
| All | -53.0% | +17.1% | -70.1% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling