-90.1%
KLC vs SPY
+36.4%
-126.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -2.6% |
| 7D | +3.2% | +0.5% | +2.7% | +2.6% |
| 30D | -50.1% | -0.9% | -49.2% | -49.3% |
| 3M | -33.0% | +3.9% | -36.9% | -36.2% |
| 6M | -28.1% | +14.5% | -42.7% | -39.2% |
| YTD | -40.3% | +12.9% | -53.2% | -48.3% |
| 1Y | -65.6% | +19.4% | -85.0% | -71.9% |
| All | -90.1% | +36.4% | -126.5% | -92.1% |
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 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