+73.8%
KIDS vs SPY
+240.6%
-166.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.9% |
| 7D | +1.1% | +3.3% | -2.2% | -2.3% |
| 30D | +48.6% | -2.7% | +51.2% | +53.2% |
| 3M | +31.1% | -1.7% | +32.8% | +33.6% |
| 6M | +83.9% | +3.1% | +80.8% | +77.0% |
| YTD | +83.4% | +11.9% | +71.6% | +61.6% |
| 1Y | +91.8% | +12.0% | +79.8% | +68.8% |
| 3Y | +27.8% | +78.2% | -50.4% | -31.9% |
| 5Y | -50.1% | +73.2% | -123.3% | -72.2% |
| All | +73.8% | +240.6% | -166.8% | -52.6% |
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