-94.8%
KLRS vs SPY
+77.0%
-171.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +1.6% |
| 7D | -13.3% | -0.8% | -12.6% | -12.6% |
| 30D | -14.2% | -1.1% | -13.2% | -13.2% |
| 3M | -22.5% | +3.9% | -26.3% | -25.2% |
| 6M | -63.3% | +13.6% | -76.9% | -67.5% |
| YTD | -60.0% | +12.7% | -72.6% | -64.3% |
| 1Y | -21.0% | +17.5% | -38.5% | -32.6% |
| 3Y | -94.8% | +76.9% | -171.7% | -98.1% |
| All | -94.8% | +77.0% | -171.8% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling