-54.7%
KTEC vs SPY
+91.8%
-146.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | -8.1% | +2.6% | -10.7% | -10.3% |
| 30D | -6.0% | -2.0% | -4.0% | -4.6% |
| 3M | -18.8% | -2.8% | -16.0% | -17.0% |
| 6M | -27.2% | +2.1% | -29.3% | -28.9% |
| YTD | -30.8% | +11.5% | -42.3% | -37.5% |
| 1Y | -35.4% | +13.5% | -48.8% | -42.5% |
| 3Y | -8.2% | +77.7% | -85.9% | -46.7% |
| 5Y | -44.2% | +72.6% | -116.8% | -67.1% |
| All | -54.7% | +91.8% | -146.5% | -74.7% |
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 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