-57.6%
KLC vs SPY
+11.9%
-69.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.5% |
| 7D | +7.3% | -0.6% | +7.9% | +8.6% |
| 30D | +18.2% | -3.7% | +21.9% | +26.1% |
| 3M | -56.1% | -2.7% | -53.3% | -53.7% |
| 6M | -43.6% | +2.2% | -45.8% | -45.9% |
| YTD | -48.8% | +10.8% | -59.7% | -58.1% |
| 1Y | -57.6% | +11.2% | -68.8% | -65.4% |
| All | -57.6% | +11.9% | -69.5% | -65.4% |
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