-93.0%
KOLD vs SPY
+307.0%
-400.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.0% |
| 7D | -11.2% | +2.6% | -13.8% | -10.0% |
| 30D | +18.3% | -2.0% | +20.2% | +17.5% |
| 3M | -4.9% | -2.8% | -2.1% | -5.9% |
| 6M | +11.6% | +2.1% | +9.5% | +13.0% |
| YTD | -18.8% | +11.5% | -30.3% | -15.2% |
| 1Y | +8.7% | +13.5% | -4.8% | +14.8% |
| 3Y | +3.7% | +77.7% | -74.0% | +46.9% |
| 5Y | -67.3% | +72.6% | -139.9% | -50.5% |
| All | -93.0% | +307.0% | -400.0% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling