+0.8%
KSA vs SPY
+78.0%
-77.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -1.7% | -3.3% | +1.7% | -0.1% |
| 3M | -5.8% | -2.4% | -3.4% | -4.8% |
| 6M | -7.0% | +2.6% | -9.6% | -8.3% |
| YTD | -1.1% | +11.2% | -12.4% | -6.3% |
| 1Y | -7.2% | +13.4% | -20.6% | -12.9% |
| 3Y | +0.8% | +79.9% | -79.1% | -27.0% |
| All | +0.8% | +78.0% | -77.2% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling