-84.3%
KOLD vs SPY
+772.4%
-856.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.2% |
| 30D | -8.5% | +0.1% | -8.6% | -8.6% |
| 3M | +38.2% | +2.0% | +36.2% | +39.2% |
| 6M | +28.8% | +13.0% | +15.8% | +34.2% |
| YTD | -19.0% | +13.5% | -32.6% | -15.9% |
| 1Y | -17.1% | +20.0% | -37.1% | -11.8% |
| 3Y | +2.6% | +77.2% | -74.6% | +32.5% |
| 5Y | -76.5% | +81.9% | -158.3% | -67.4% |
| 10Y | -92.4% | +314.1% | -406.4% | -87.9% |
| All | -84.3% | +772.4% | -856.7% | -75.9% |
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