-2.0%
KELYA vs SPY
+322.5%
-324.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.1% |
| 7D | -5.8% | -0.8% | -5.0% | -5.1% |
| 30D | +3.3% | -1.1% | +4.4% | +4.4% |
| 3M | +32.5% | +3.9% | +28.6% | +27.0% |
| 6M | +81.7% | +13.6% | +68.1% | +59.1% |
| YTD | +84.2% | +12.7% | +71.5% | +62.7% |
| 1Y | +18.4% | +17.5% | +0.9% | 0.0% |
| 3Y | -6.4% | +76.9% | -83.3% | -49.1% |
| 5Y | -8.4% | +83.6% | -92.0% | -52.2% |
| All | -2.0% | +322.5% | -324.5% | -79.3% |
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 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