-96.2%
KPLT vs SPY
+159.4%
-255.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +34.8% | -2.0% | +36.8% | +36.3% |
| 30D | +14.6% | -1.7% | +16.2% | +15.8% |
| 3M | +43.9% | +4.7% | +39.1% | +39.7% |
| 6M | +54.8% | +12.5% | +42.3% | +43.1% |
| YTD | +41.9% | +11.7% | +30.2% | +31.9% |
| 1Y | -57.0% | +17.5% | -74.5% | -61.4% |
| 3Y | -27.5% | +76.6% | -104.1% | -52.5% |
| 5Y | -94.3% | +82.0% | -176.3% | -96.3% |
| All | -96.2% | +159.4% | -255.6% | -97.7% |
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