-100.0%
KITT vs SPY
+87.4%
-187.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.8% |
| 7D | -18.8% | +0.1% | -18.9% | -19.0% |
| 30D | -35.9% | +0.1% | -36.0% | -36.1% |
| 3M | -61.7% | +2.0% | -63.7% | -62.2% |
| 6M | -88.9% | +13.0% | -101.9% | -90.1% |
| YTD | -89.5% | +13.5% | -103.0% | -90.5% |
| 1Y | -98.3% | +20.0% | -118.3% | -98.5% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +87.4% | -187.4% | -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 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