-8.3%
KT vs SPY
+858.4%
-866.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +8.9% | +0.1% | +8.8% | +8.8% |
| 3M | +8.7% | +2.0% | +6.7% | +6.9% |
| 6M | -13.6% | +13.0% | -26.6% | -21.3% |
| YTD | +4.3% | +13.5% | -9.2% | -5.4% |
| 1Y | -1.7% | +20.0% | -21.7% | -14.6% |
| 3Y | +80.2% | +77.2% | +3.1% | +14.4% |
| 5Y | +67.0% | +81.9% | -14.9% | +1.8% |
| 10Y | +49.9% | +314.1% | -264.1% | -55.5% |
| All | -8.3% | +858.4% | -866.7% | -86.1% |
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