-96.7%
KPLT vs SPY
+159.8%
-256.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.0% | -0.4% | -26.7% | -26.8% |
| 7D | -17.3% | +3.3% | -20.6% | -18.8% |
| 30D | +83.4% | -2.7% | +86.1% | +86.8% |
| 3M | +3.6% | -1.7% | +5.3% | +4.9% |
| 6M | +24.4% | +3.1% | +21.3% | +22.0% |
| YTD | +26.3% | +11.9% | +14.4% | +17.5% |
| 1Y | +29.5% | +12.0% | +17.5% | +20.4% |
| 3Y | -34.2% | +78.2% | -112.4% | -57.2% |
| 5Y | -93.6% | +73.2% | -166.8% | -95.8% |
| All | -96.7% | +159.8% | -256.4% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling