+2.0%
KLTR vs SPY
+20.8%
-18.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -20.1% | +0.1% | -20.2% | -20.1% |
| 3M | +4.1% | +2.0% | +2.1% | +2.6% |
| 6M | -1.3% | +13.0% | -14.3% | -9.7% |
| YTD | -7.9% | +13.5% | -21.5% | -15.7% |
| 1Y | +2.0% | +20.0% | -17.9% | -13.4% |
| All | +2.0% | +20.8% | -18.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling