-1.2%
KSLV vs SPY
+15.4%
-16.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.2% |
| 7D | -4.2% | +3.3% | -7.5% | -9.5% |
| 30D | -17.1% | -2.7% | -14.4% | -12.8% |
| 3M | -26.4% | -1.7% | -24.7% | -23.8% |
| 6M | -45.4% | +3.1% | -48.5% | -47.8% |
| YTD | -33.7% | +11.9% | -45.6% | -43.7% |
| 1Y | -12.5% | +12.0% | -24.4% | -25.6% |
| All | -1.2% | +15.4% | -16.6% | -17.0% |
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 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