-96.4%
KPLT vs SPY
+158.8%
-255.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | -20.2% | +2.6% | -22.8% | -21.4% |
| 30D | +79.5% | -2.0% | +81.5% | +82.1% |
| 3M | +22.3% | -2.8% | +25.1% | +24.7% |
| 6M | +31.6% | +2.1% | +29.5% | +29.7% |
| YTD | +36.7% | +11.5% | +25.2% | +27.4% |
| 1Y | +42.5% | +13.5% | +29.1% | +31.4% |
| 3Y | -24.9% | +77.7% | -102.6% | -51.1% |
| 5Y | -93.1% | +72.6% | -165.7% | -95.5% |
| All | -96.4% | +158.8% | -255.2% | -97.8% |
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 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