-79.0%
KTCC vs SPY
+74.6%
-153.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.3% |
| 7D | -8.2% | -0.9% | -7.3% | -7.7% |
| 30D | -35.0% | -2.4% | -32.6% | -34.3% |
| 3M | -64.7% | -1.2% | -63.6% | -64.6% |
| 6M | -59.1% | +3.3% | -62.4% | -59.6% |
| YTD | -52.0% | +12.3% | -64.3% | -54.0% |
| 1Y | -54.9% | +12.4% | -67.3% | -56.8% |
| 3Y | -66.7% | +78.8% | -145.5% | -72.7% |
| 5Y | -79.0% | +75.2% | -154.2% | -83.1% |
| All | -79.0% | +74.6% | -153.6% | -83.1% |
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 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