-98.1%
KPTI vs SPY
+79.8%
-177.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.4% |
| 7D | -8.5% | -2.0% | -6.5% | -6.1% |
| 30D | -22.9% | -1.7% | -21.2% | -21.1% |
| 3M | -82.2% | +4.7% | -87.0% | -83.7% |
| 6M | -80.3% | +12.5% | -92.8% | -83.5% |
| YTD | -78.0% | +11.7% | -89.7% | -81.4% |
| 1Y | -73.9% | +17.5% | -91.4% | -79.4% |
| 3Y | -90.8% | +76.6% | -167.3% | -96.0% |
| 5Y | -98.1% | +82.0% | -180.2% | -99.2% |
| All | -98.1% | +79.8% | -177.9% | -99.2% |
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