-99.8%
KSCP vs SPY
+84.1%
-183.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.9% |
| 7D | +7.2% | +3.3% | +3.9% | +0.7% |
| 30D | -27.4% | -2.7% | -24.7% | -23.9% |
| 3M | -69.9% | -1.7% | -68.2% | -68.9% |
| 6M | -84.4% | +3.1% | -87.5% | -85.0% |
| YTD | -88.0% | +11.9% | -99.9% | -89.9% |
| 1Y | -91.7% | +12.0% | -103.6% | -92.9% |
| 3Y | -98.7% | +78.2% | -176.8% | -99.4% |
| All | -99.8% | +84.1% | -183.9% | -99.9% |
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