-93.6%
KPLT vs SPY
+74.0%
-167.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.0% | -0.4% | -26.7% | -26.7% |
| 7D | -17.3% | +3.3% | -20.6% | -19.7% |
| 30D | +83.4% | -2.7% | +86.1% | +88.6% |
| 3M | +3.6% | -1.7% | +5.3% | +5.5% |
| 6M | +24.4% | +3.1% | +21.3% | +20.3% |
| YTD | +26.3% | +11.9% | +14.4% | +12.3% |
| 1Y | +29.5% | +12.0% | +17.5% | +15.0% |
| 3Y | -34.2% | +78.2% | -112.4% | -71.0% |
| 5Y | -93.6% | +73.2% | -166.8% | -96.7% |
| All | -93.6% | +74.0% | -167.6% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling