+46.1%
KT vs SPY
+304.1%
-258.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | +6.2% | -0.6% | +6.7% | +6.4% |
| 30D | +2.6% | -3.7% | +6.3% | +4.5% |
| 3M | +2.6% | -2.7% | +5.4% | +4.0% |
| 6M | -11.3% | +2.2% | -13.5% | -12.4% |
| YTD | -1.0% | +10.8% | -11.8% | -6.2% |
| 1Y | +3.8% | +11.2% | -7.5% | -1.9% |
| 3Y | +68.9% | +76.5% | -7.6% | +24.2% |
| 5Y | +72.6% | +72.9% | -0.4% | +26.9% |
| 10Y | +46.1% | +304.8% | -258.8% | -37.7% |
| All | +46.1% | +304.1% | -258.0% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling