-46.6%
KTEC vs SPY
+95.4%
-142.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -0.5% | +0.1% | -0.7% | -0.7% |
| 30D | -7.1% | +0.1% | -7.2% | -7.2% |
| 3M | -7.7% | +2.0% | -9.7% | -9.4% |
| 6M | -8.1% | +13.0% | -21.2% | -17.8% |
| YTD | -18.6% | +13.5% | -32.1% | -27.4% |
| 1Y | -21.5% | +20.0% | -41.5% | -33.3% |
| 3Y | +0.1% | +77.2% | -77.1% | -41.4% |
| 5Y | -36.0% | +81.9% | -117.9% | -63.6% |
| All | -46.6% | +95.4% | -142.0% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling