+5.0%
KTEC vs SPY
+78.7%
-73.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | -10.4% | -0.9% | -9.4% | -9.6% |
| 3M | -6.8% | +3.9% | -10.7% | -9.9% |
| 6M | -10.9% | +14.5% | -25.4% | -20.7% |
| YTD | -21.1% | +12.9% | -34.1% | -28.9% |
| 1Y | -26.9% | +19.4% | -46.2% | -36.8% |
| 3Y | +5.0% | +78.5% | -73.5% | -39.8% |
| All | +5.0% | +78.7% | -73.7% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling