+38.3%
KSLV vs SPY
+16.0%
+22.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.3% |
| 7D | +3.1% | -0.4% | +3.5% | +3.8% |
| 30D | +2.3% | -1.4% | +3.7% | +5.0% |
| 3M | +3.2% | +3.7% | -0.5% | -3.3% |
| 6M | -24.3% | +13.0% | -37.3% | -37.7% |
| YTD | -7.1% | +12.4% | -19.5% | -22.0% |
| All | +38.3% | +16.0% | +22.4% | +15.0% |
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