-35.4%
KTEC vs SPY
+12.1%
-47.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | -8.1% | +2.6% | -10.7% | -10.2% |
| 30D | -6.0% | -2.0% | -4.0% | -4.5% |
| 3M | -18.8% | -2.8% | -16.0% | -16.7% |
| 6M | -27.2% | +2.1% | -29.3% | -29.2% |
| YTD | -30.8% | +11.5% | -42.3% | -39.9% |
| 1Y | -35.4% | +13.5% | -48.8% | -44.8% |
| All | -35.4% | +12.1% | -47.4% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling