-87.8%
KLTR vs SPY
+88.7%
-176.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | -3.9% | -0.4% | -3.6% | -3.5% |
| 30D | -11.0% | -1.4% | -9.6% | -9.4% |
| 3M | +4.3% | +3.7% | +0.6% | -0.9% |
| 6M | -1.4% | +13.0% | -14.4% | -16.4% |
| YTD | -11.0% | +12.4% | -23.4% | -23.9% |
| 1Y | -3.3% | +18.5% | -21.8% | -23.2% |
| 3Y | -20.2% | +77.6% | -97.8% | -61.7% |
| 5Y | -87.5% | +81.7% | -169.2% | -94.0% |
| All | -87.8% | +88.7% | -176.5% | -93.9% |
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