+26.8%
KLIP vs SPY
+101.9%
-75.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -3.7% | -0.9% | -2.8% | -3.2% |
| 3M | +0.2% | +3.9% | -3.7% | -2.2% |
| 6M | -3.3% | +14.5% | -17.8% | -11.0% |
| YTD | -10.2% | +12.9% | -23.2% | -16.7% |
| 1Y | -11.2% | +19.4% | -30.6% | -20.1% |
| 3Y | +18.5% | +78.5% | -60.0% | -18.5% |
| All | +26.8% | +101.9% | -75.2% | -20.2% |
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