+25.2%
KLIP vs SPY
+94.3%
-69.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +5.6% | -2.7% | +8.3% | +7.2% |
| 30D | +1.9% | -5.4% | +7.3% | +5.0% |
| 3M | -4.8% | -4.1% | -0.7% | -2.6% |
| 6M | -7.3% | +0.7% | -8.0% | -8.0% |
| YTD | -11.4% | +8.7% | -20.1% | -16.1% |
| 1Y | -14.3% | +10.9% | -25.2% | -19.8% |
| 3Y | +11.8% | +75.0% | -63.1% | -22.5% |
| All | +25.2% | +94.3% | -69.2% | -19.6% |
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