-63.7%
KTCC vs SPY
+81.8%
-145.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.0% | +0.5% | -4.6% | -4.3% |
| 30D | -42.0% | -0.9% | -41.0% | -41.7% |
| 3M | -36.6% | +3.9% | -40.5% | -37.5% |
| 6M | -15.5% | +14.5% | -30.1% | -19.6% |
| YTD | -14.3% | +12.9% | -27.3% | -18.0% |
| 1Y | -25.5% | +19.4% | -44.9% | -30.1% |
| 3Y | -47.9% | +78.5% | -126.4% | -57.1% |
| 5Y | -63.7% | +81.8% | -145.4% | -70.7% |
| All | -63.7% | +81.8% | -145.4% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling