+20.1%
KLIP vs SPY
+99.4%
-79.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -4.0% | +2.6% | -6.6% | -5.4% |
| 30D | -3.2% | -2.0% | -1.3% | -2.3% |
| 3M | -7.0% | -2.8% | -4.2% | -5.6% |
| 6M | -12.0% | +2.1% | -14.1% | -13.4% |
| YTD | -14.9% | +11.5% | -26.4% | -20.6% |
| 1Y | -17.6% | +13.5% | -31.0% | -23.8% |
| 3Y | +7.3% | +77.7% | -70.4% | -26.2% |
| All | +20.1% | +99.4% | -79.2% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling