-8.2%
KELYA vs SPY
+79.8%
-87.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | -4.7% | -2.0% | -2.7% | -3.1% |
| 30D | +3.7% | -1.7% | +5.4% | +5.2% |
| 3M | +36.5% | +4.7% | +31.7% | +30.7% |
| 6M | +79.3% | +12.5% | +66.8% | +61.4% |
| YTD | +84.6% | +11.7% | +72.9% | +67.4% |
| 1Y | +24.4% | +17.5% | +6.9% | +7.7% |
| 3Y | -5.7% | +76.6% | -82.3% | -44.6% |
| 5Y | -8.2% | +82.0% | -90.2% | -47.7% |
| All | -8.2% | +79.8% | -87.9% | -47.7% |
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