-25.1%
KPLT vs SPY
+78.7%
-103.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | -0.5% | +20.4% | +20.0% |
| 7D | +72.8% | +0.5% | +72.3% | +72.6% |
| 30D | +42.0% | -0.9% | +42.9% | +42.3% |
| 3M | +55.5% | +3.9% | +51.6% | +54.1% |
| 6M | +63.0% | +14.5% | +48.5% | +57.2% |
| YTD | +46.6% | +12.9% | +33.7% | +42.1% |
| 1Y | -58.2% | +19.4% | -77.5% | -60.0% |
| 3Y | -25.1% | +78.5% | -103.5% | -46.1% |
| All | -25.1% | +78.7% | -103.8% | -46.1% |
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