-100.0%
KIDZ vs SPY
+52.8%
-152.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.3% | +11.2% | +10.5% |
| 7D | -12.5% | -2.7% | -9.8% | -3.0% |
| 30D | -43.2% | -5.4% | -37.8% | -31.2% |
| 3M | -80.0% | -4.1% | -75.9% | -76.8% |
| 6M | -98.7% | +0.7% | -99.4% | -98.7% |
| YTD | -99.9% | +8.7% | -108.6% | -99.9% |
| 1Y | -100.0% | +10.9% | -110.8% | -100.0% |
| All | -100.0% | +52.8% | -152.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling