-98.8%
KPTI vs SPY
+322.5%
-421.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.8% |
| 7D | -10.1% | -0.8% | -9.3% | -9.1% |
| 30D | -20.7% | -1.1% | -19.6% | -19.4% |
| 3M | -82.1% | +3.9% | -86.0% | -83.5% |
| 6M | -81.6% | +13.6% | -95.2% | -85.1% |
| YTD | -78.1% | +12.7% | -90.8% | -82.1% |
| 1Y | -75.8% | +17.5% | -93.3% | -81.3% |
| 3Y | -91.2% | +76.9% | -168.1% | -96.3% |
| 5Y | -98.1% | +83.6% | -181.7% | -99.3% |
| All | -98.8% | +322.5% | -421.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling