-91.8%
KOLD vs SPY
+312.5%
-404.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.3% |
| 7D | +11.5% | -0.4% | +11.9% | +11.3% |
| 30D | +7.1% | -1.4% | +8.4% | +6.3% |
| 3M | +31.5% | +3.7% | +27.8% | +33.7% |
| 6M | +52.2% | +13.0% | +39.2% | +61.1% |
| YTD | -13.1% | +12.4% | -25.5% | -9.1% |
| 1Y | -11.7% | +18.5% | -30.2% | -4.7% |
| 3Y | +1.3% | +77.6% | -76.4% | +43.1% |
| 5Y | -70.9% | +81.7% | -152.5% | -55.1% |
| 10Y | -91.8% | +319.7% | -411.5% | -85.6% |
| All | -91.8% | +312.5% | -404.3% | -85.6% |
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 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