-6.3%
KOLD vs SPY
+80.4%
-86.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -8.5% | +0.1% | -8.6% | -8.6% |
| 3M | +38.2% | +2.0% | +36.2% | +38.1% |
| 6M | +28.8% | +13.0% | +15.8% | +28.9% |
| YTD | -19.0% | +13.5% | -32.6% | -18.9% |
| 1Y | -17.1% | +20.0% | -37.1% | -14.9% |
| All | -6.3% | +80.4% | -86.7% | +12.1% |
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