-79.7%
KTCC vs SPY
+3,091.8%
-3,171.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -40.8% | +0.1% | -40.8% | -40.8% |
| 3M | -38.7% | +2.0% | -40.7% | -39.2% |
| 6M | -16.3% | +13.0% | -29.3% | -21.3% |
| YTD | -13.6% | +13.5% | -27.2% | -18.9% |
| 1Y | -16.0% | +20.0% | -36.0% | -23.3% |
| 3Y | -49.8% | +77.2% | -127.0% | -62.6% |
| 5Y | -65.3% | +81.9% | -147.2% | -74.9% |
| 10Y | -69.1% | +314.1% | -383.2% | -85.7% |
| All | -79.7% | +3,091.8% | -3,171.5% | -98.4% |
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