-49.4%
KTEC vs SPY
+93.4%
-142.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -4.2% | -0.4% | -3.9% | -3.9% |
| 30D | -13.3% | -1.4% | -11.9% | -12.2% |
| 3M | -8.9% | +3.7% | -12.6% | -12.0% |
| 6M | -15.2% | +13.0% | -28.2% | -24.1% |
| YTD | -22.8% | +12.4% | -35.2% | -30.5% |
| 1Y | -29.4% | +18.5% | -47.9% | -39.3% |
| 3Y | +2.8% | +77.6% | -74.8% | -40.0% |
| 5Y | -38.5% | +81.7% | -120.2% | -64.7% |
| All | -49.4% | +93.4% | -142.8% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling