-84.1%
KOLD vs SPY
+754.7%
-838.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -9.5% |
| 7D | -14.4% | +0.1% | -14.5% | -14.2% |
| 30D | +16.7% | -3.3% | +20.1% | +15.6% |
| 3M | -7.5% | -2.4% | -5.0% | -8.1% |
| 6M | +8.0% | +2.6% | +5.4% | +9.2% |
| YTD | -18.1% | +11.2% | -29.3% | -15.4% |
| 1Y | -2.0% | +13.4% | -15.4% | +2.2% |
| 3Y | -1.6% | +79.9% | -81.5% | +28.2% |
| 5Y | -65.9% | +72.2% | -138.1% | -53.5% |
| 10Y | -93.3% | +307.3% | -400.6% | -89.5% |
| All | -84.1% | +754.7% | -838.8% | -75.8% |
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