-81.0%
KMRK vs SPY
+22.8%
-103.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.6% | -7.9% | -8.6% |
| 7D | -15.1% | -2.0% | -13.2% | -15.4% |
| 30D | -20.8% | -1.7% | -19.2% | -21.0% |
| 3M | -49.4% | +4.7% | -54.1% | -48.6% |
| 6M | -57.2% | +12.5% | -69.7% | -55.6% |
| YTD | -27.5% | +11.7% | -39.3% | -26.0% |
| 1Y | -47.1% | +17.5% | -64.6% | -58.2% |
| All | -81.0% | +22.8% | -103.8% | -89.6% |
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