-91.5%
KLC vs SPY
+33.9%
-125.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.7% |
| 7D | +7.3% | -0.6% | +7.9% | +8.5% |
| 30D | +18.2% | -3.7% | +21.9% | +24.3% |
| 3M | -56.1% | -2.7% | -53.3% | -54.2% |
| 6M | -43.6% | +2.2% | -45.8% | -44.9% |
| YTD | -48.8% | +10.8% | -59.7% | -54.6% |
| 1Y | -57.6% | +11.2% | -68.8% | -62.4% |
| All | -91.5% | +33.9% | -125.4% | -93.1% |
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