-66.1%
KLC vs SPY
+12.1%
-78.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.1% | -0.4% | -34.7% | -34.5% |
| 7D | -34.8% | +2.6% | -37.4% | -37.1% |
| 30D | -24.3% | -2.0% | -22.3% | -21.8% |
| 3M | -71.6% | -2.8% | -68.9% | -70.2% |
| 6M | -66.7% | +2.1% | -68.8% | -67.6% |
| YTD | -68.3% | +11.5% | -79.8% | -73.3% |
| 1Y | -66.1% | +13.5% | -79.6% | -71.3% |
| All | -66.1% | +12.1% | -78.1% | -71.3% |
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