+19.5%
KIDS vs SPY
+245.6%
-226.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -5.2% | +0.1% | -5.4% | -5.4% |
| 30D | +0.4% | +0.1% | +0.4% | +0.3% |
| 3M | +23.8% | +2.0% | +21.8% | +20.6% |
| 6M | +21.3% | +13.0% | +8.3% | +5.7% |
| YTD | +26.2% | +13.5% | +12.6% | +9.3% |
| 1Y | +8.2% | +20.0% | -11.8% | -11.6% |
| 3Y | -41.2% | +77.2% | -118.4% | -68.5% |
| 5Y | -68.7% | +81.9% | -150.5% | -83.4% |
| All | +19.5% | +245.6% | -226.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling