-67.6%
KLAR vs SPY
+18.1%
-85.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -1.9% |
| 7D | -4.0% | -0.8% | -3.3% | -2.1% |
| 30D | -27.7% | -1.1% | -26.6% | -25.2% |
| 3M | -15.7% | +3.9% | -19.5% | -22.6% |
| 6M | -15.8% | +13.6% | -29.4% | -36.3% |
| YTD | -52.2% | +12.7% | -64.8% | -62.7% |
| 1Y | -67.6% | +17.5% | -85.1% | -76.7% |
| All | -67.6% | +18.1% | -85.8% | -76.7% |
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