+91.9%
KSA vs SPY
+307.0%
-215.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +2.8% | +2.6% | +0.2% | +1.3% |
| 30D | +2.4% | -2.0% | +4.4% | +3.5% |
| 3M | -4.9% | -2.8% | -2.2% | -3.5% |
| 6M | -5.3% | +2.1% | -7.4% | -6.6% |
| YTD | +0.4% | +11.5% | -11.1% | -5.9% |
| 1Y | -4.5% | +13.5% | -17.9% | -11.4% |
| 3Y | +2.5% | +77.7% | -75.2% | -27.8% |
| 5Y | -7.0% | +72.6% | -79.6% | -34.1% |
| All | +91.9% | +307.0% | -215.1% | -6.0% |
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 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