-100.0%
KPRX vs SPY
+339.5%
-439.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -11.3% | +3.3% | -14.6% | -13.7% |
| 30D | -46.2% | -2.7% | -43.5% | -44.7% |
| 3M | -49.6% | -1.7% | -47.9% | -48.7% |
| 6M | -45.5% | +3.1% | -48.6% | -46.9% |
| YTD | -32.5% | +11.9% | -44.4% | -38.4% |
| 1Y | -42.3% | +12.0% | -54.3% | -47.3% |
| 3Y | -76.7% | +78.2% | -154.9% | -85.5% |
| 5Y | -99.8% | +73.2% | -173.0% | -99.8% |
| 10Y | -100.0% | +309.6% | -409.6% | -100.0% |
| All | -100.0% | +339.5% | -439.5% | -100.0% |
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 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