-100.0%
KITT vs SPY
+85.9%
-185.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +2.2% |
| 30D | -46.2% | -1.1% | -45.2% | -45.7% |
| 3M | -55.7% | +3.9% | -59.5% | -57.1% |
| 6M | -89.5% | +13.6% | -103.1% | -90.7% |
| YTD | -89.3% | +12.7% | -102.0% | -90.3% |
| 1Y | -97.7% | +17.5% | -115.2% | -97.9% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +85.9% | -185.9% | -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 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