-49.9%
KTEC vs SPY
+92.2%
-142.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -4.8% | -2.0% | -2.8% | -3.0% |
| 30D | -11.2% | -1.7% | -9.6% | -9.8% |
| 3M | -9.2% | +4.7% | -13.9% | -13.0% |
| 6M | -17.3% | +12.5% | -29.8% | -25.7% |
| YTD | -23.6% | +11.7% | -35.3% | -30.9% |
| 1Y | -29.5% | +17.5% | -47.0% | -38.9% |
| 3Y | +1.7% | +76.6% | -74.9% | -40.3% |
| 5Y | -39.0% | +82.0% | -121.0% | -64.9% |
| All | -49.9% | +92.2% | -142.2% | -72.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling