-96.8%
KSCP vs SPY
+76.5%
-173.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.2% |
| 7D | +6.0% | -0.4% | +6.3% | +6.7% |
| 30D | -2.1% | -1.4% | -0.7% | +0.7% |
| 3M | -32.7% | +3.7% | -36.4% | -36.2% |
| 6M | -63.7% | +13.0% | -76.7% | -70.2% |
| YTD | -61.7% | +12.4% | -74.1% | -68.1% |
| 1Y | -74.9% | +18.5% | -93.4% | -80.5% |
| All | -96.8% | +76.5% | -173.4% | -98.2% |
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 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