-100.0%
KITT vs SPY
+72.2%
-172.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -8.9% | -0.6% | -8.3% | -7.4% |
| 30D | -10.1% | -3.7% | -6.5% | -5.4% |
| 3M | -81.1% | -2.7% | -78.3% | -80.3% |
| 6M | -90.0% | +2.2% | -92.2% | -90.0% |
| YTD | -96.4% | +10.8% | -107.2% | -96.6% |
| 1Y | -98.0% | +11.2% | -109.3% | -98.2% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +72.2% | -172.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling