-92.0%
KLC vs SPY
+31.2%
-123.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.6% |
| 7D | +3.4% | -2.7% | +6.2% | +7.4% |
| 30D | +6.6% | -5.4% | +12.0% | +14.5% |
| 3M | -58.9% | -4.1% | -54.8% | -56.4% |
| 6M | -49.9% | +0.7% | -50.6% | -50.2% |
| YTD | -51.4% | +8.7% | -60.1% | -55.8% |
| 1Y | -60.2% | +10.9% | -71.0% | -64.5% |
| All | -92.0% | +31.2% | -123.2% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling