-93.8%
KPLT vs SPY
+81.8%
-175.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | -0.5% | +20.4% | +20.4% |
| 7D | +72.8% | +0.5% | +72.3% | +71.9% |
| 30D | +42.0% | -0.9% | +42.9% | +43.2% |
| 3M | +55.5% | +3.9% | +51.6% | +49.5% |
| 6M | +63.0% | +14.5% | +48.5% | +41.2% |
| YTD | +46.6% | +12.9% | +33.7% | +29.0% |
| 1Y | -58.2% | +19.4% | -77.5% | -65.5% |
| 3Y | -25.1% | +78.5% | -103.5% | -66.5% |
| 5Y | -93.8% | +81.8% | -175.6% | -97.0% |
| All | -93.8% | +81.8% | -175.6% | -97.0% |
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