+81.3%
KIDS vs SPY
+238.6%
-157.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.7% | +4.5% |
| 7D | +11.7% | +0.1% | +11.6% | +11.8% |
| 30D | +57.0% | -3.3% | +60.3% | +63.1% |
| 3M | +49.3% | -2.4% | +51.7% | +53.3% |
| 6M | +90.8% | +2.6% | +88.3% | +84.8% |
| YTD | +91.4% | +11.2% | +80.1% | +69.7% |
| 1Y | +99.8% | +13.4% | +86.4% | +73.5% |
| 3Y | +34.2% | +79.9% | -45.7% | -29.2% |
| 5Y | -49.8% | +72.2% | -122.0% | -71.8% |
| All | +81.3% | +238.6% | -157.3% | -50.2% |
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 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