-52.1%
KTEC vs SPY
+90.7%
-142.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +5.0% | -0.6% | +5.5% | +5.2% |
| 30D | -3.1% | -3.7% | +0.5% | -0.1% |
| 3M | -17.9% | -2.7% | -15.2% | -16.1% |
| 6M | -19.9% | +2.2% | -22.1% | -21.8% |
| YTD | -26.9% | +10.8% | -37.8% | -33.7% |
| 1Y | -33.0% | +11.2% | -44.3% | -39.4% |
| 3Y | -0.5% | +76.5% | -77.0% | -41.8% |
| 5Y | -37.6% | +72.9% | -110.5% | -63.1% |
| All | -52.1% | +90.7% | -142.8% | -73.1% |
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