+2.7%
KSLV vs SPY
+15.9%
-13.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -1.8% |
| 7D | -1.1% | -0.9% | -0.2% | +0.1% |
| 30D | -15.2% | -2.4% | -12.8% | -11.3% |
| 3M | -22.9% | -1.2% | -21.7% | -21.0% |
| 6M | -42.7% | +3.3% | -46.0% | -45.4% |
| YTD | -31.0% | +12.3% | -43.3% | -41.9% |
| 1Y | -5.5% | +12.4% | -18.0% | -20.2% |
| All | +2.7% | +15.9% | -13.1% | -14.3% |
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