-99.5%
KSCP vs SPY
+86.8%
-186.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.3% | +5.6% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | -5.7% | +0.1% | -5.8% | -5.6% |
| 3M | -42.0% | +2.0% | -44.0% | -43.1% |
| 6M | -64.7% | +13.0% | -77.7% | -70.8% |
| YTD | -60.1% | +13.5% | -73.7% | -67.1% |
| 1Y | -73.1% | +20.0% | -93.1% | -79.4% |
| 3Y | -97.3% | +77.2% | -174.5% | -98.8% |
| All | -99.5% | +86.8% | -186.3% | -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 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