+135.0%
KTB vs SPY
+197.9%
-63.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | -9.5% | -2.0% | -7.6% | -7.3% |
| 30D | -11.1% | -1.7% | -9.4% | -9.2% |
| 3M | -12.2% | +4.7% | -17.0% | -16.9% |
| 6M | -1.3% | +12.5% | -13.8% | -14.4% |
| YTD | +10.7% | +11.7% | -1.0% | -3.4% |
| 1Y | -11.8% | +17.5% | -29.3% | -27.6% |
| 3Y | +64.9% | +76.6% | -11.7% | -17.7% |
| 5Y | +47.4% | +82.0% | -34.6% | -28.2% |
| All | +135.0% | +197.9% | -63.0% | -46.5% |
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