-99.9%
KSCP vs SPY
+83.4%
-183.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.1% |
| 7D | -11.7% | +2.6% | -14.3% | -16.1% |
| 30D | -27.9% | -2.0% | -25.9% | -25.4% |
| 3M | -74.1% | -2.8% | -71.3% | -72.7% |
| 6M | -85.5% | +2.1% | -87.7% | -85.8% |
| YTD | -88.7% | +11.5% | -100.2% | -90.4% |
| 1Y | -91.4% | +13.5% | -104.9% | -92.9% |
| 3Y | -98.8% | +77.7% | -176.5% | -99.5% |
| All | -99.9% | +83.4% | -183.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling