-99.4%
KLRS vs SPY
+157.2%
-256.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | -11.0% | -0.4% | -10.7% | -10.5% |
| 30D | -11.9% | -1.4% | -10.6% | -10.2% |
| 3M | -15.1% | +3.7% | -18.8% | -19.3% |
| 6M | -65.3% | +13.0% | -78.3% | -70.7% |
| YTD | -58.9% | +12.4% | -71.3% | -65.1% |
| 1Y | -25.9% | +18.5% | -44.4% | -42.0% |
| 3Y | -94.8% | +77.6% | -172.4% | -97.9% |
| 5Y | -99.3% | +81.7% | -181.0% | -99.7% |
| All | -99.4% | +157.2% | -256.6% | -99.8% |
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