-50.6%
KTEC vs SPY
+87.0%
-137.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.1% |
| 7D | +10.1% | -2.7% | +12.8% | +12.6% |
| 30D | +1.8% | -5.4% | +7.2% | +6.8% |
| 3M | -13.2% | -4.1% | -9.1% | -10.1% |
| 6M | -17.3% | +0.7% | -18.0% | -18.1% |
| YTD | -24.7% | +8.7% | -33.4% | -30.4% |
| 1Y | -30.2% | +10.9% | -41.1% | -36.6% |
| 3Y | -0.6% | +75.0% | -75.6% | -41.5% |
| 5Y | -34.9% | +67.8% | -102.7% | -60.7% |
| All | -50.6% | +87.0% | -137.6% | -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 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