-79.2%
KMRK vs SPY
+23.6%
-102.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | -7.2% | -0.4% | -6.8% | -7.2% |
| 30D | -13.4% | -1.4% | -12.1% | -13.7% |
| 3M | -36.4% | +3.7% | -40.1% | -35.3% |
| 6M | -54.4% | +13.0% | -67.4% | -52.6% |
| YTD | -20.8% | +12.4% | -33.2% | -19.0% |
| 1Y | -38.0% | +18.5% | -56.5% | -51.8% |
| All | -79.2% | +23.6% | -102.8% | -88.6% |
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 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