+44.9%
KJUL vs SPY
+164.1%
-119.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -1.4% | -0.8% | -0.7% | -1.0% |
| 30D | -2.3% | -1.1% | -1.2% | -1.7% |
| 3M | -0.9% | +3.9% | -4.8% | -3.0% |
| 6M | +4.2% | +13.6% | -9.4% | -3.2% |
| YTD | +5.6% | +12.7% | -7.1% | -1.4% |
| 1Y | +8.6% | +17.5% | -8.9% | -1.1% |
| 3Y | +31.1% | +76.9% | -45.8% | -5.5% |
| 5Y | +27.9% | +83.6% | -55.7% | -11.1% |
| All | +44.9% | +164.1% | -119.2% | -14.8% |
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