+76.5%
KSA vs SPY
+342.0%
-265.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.4% | -2.7% | +5.1% | +3.9% |
| 30D | -4.6% | -5.4% | +0.8% | -1.6% |
| 3M | -7.0% | -4.1% | -2.9% | -4.8% |
| 6M | -7.5% | +0.7% | -8.2% | -8.1% |
| YTD | -2.3% | +8.7% | -11.0% | -7.1% |
| 1Y | -8.4% | +10.9% | -19.3% | -14.0% |
| 3Y | -2.1% | +75.0% | -77.1% | -30.3% |
| 5Y | -7.9% | +67.8% | -75.7% | -33.6% |
| 10Y | +102.1% | +312.9% | -210.7% | -18.4% |
| All | +76.5% | +342.0% | -265.5% | -32.6% |
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