-65.5%
KLC vs SPY
+18.8%
-84.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.7% |
| 7D | +1.2% | -0.4% | +1.6% | +2.0% |
| 30D | -49.5% | -1.4% | -48.1% | -48.0% |
| 3M | -34.2% | +3.7% | -37.9% | -38.4% |
| 6M | -24.6% | +13.0% | -37.6% | -40.3% |
| YTD | -41.2% | +12.4% | -53.6% | -52.5% |
| 1Y | -65.5% | +18.5% | -84.0% | -74.8% |
| All | -65.5% | +18.8% | -84.3% | -74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling