-89.8%
KLC vs SPY
+37.1%
-126.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -49.4% | +0.1% | -49.5% | -49.3% |
| 3M | -34.1% | +2.0% | -36.1% | -35.7% |
| 6M | -29.4% | +13.0% | -42.4% | -39.3% |
| YTD | -38.2% | +13.5% | -51.7% | -46.9% |
| 1Y | -62.9% | +20.0% | -82.9% | -69.9% |
| All | -89.8% | +37.1% | -126.9% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling