-99.5%
KSCP vs SPY
+85.3%
-184.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -5.4% |
| 7D | -8.4% | -0.8% | -7.7% | -7.3% |
| 30D | -8.4% | -1.1% | -7.4% | -6.5% |
| 3M | -34.5% | +3.9% | -38.4% | -38.1% |
| 6M | -65.7% | +13.6% | -79.3% | -71.9% |
| YTD | -63.5% | +12.7% | -76.2% | -69.5% |
| 1Y | -76.9% | +17.5% | -94.4% | -81.7% |
| 3Y | -97.0% | +76.9% | -173.9% | -98.7% |
| All | -99.5% | +85.3% | -184.9% | -99.8% |
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