+451.5%
KTF vs SPY
+3,074.3%
-2,622.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | +0.5% | -0.8% | -0.3% |
| 30D | -2.9% | -0.9% | -2.0% | -2.8% |
| 3M | -2.9% | +3.9% | -6.8% | -3.5% |
| 6M | -1.9% | +14.5% | -16.4% | -4.0% |
| YTD | +0.5% | +12.9% | -12.4% | -1.5% |
| 1Y | +4.0% | +19.4% | -15.4% | +1.0% |
| 3Y | +30.9% | +78.5% | -47.6% | +18.6% |
| 5Y | -3.3% | +81.8% | -85.0% | -13.0% |
| 10Y | +3.6% | +311.5% | -307.9% | -18.7% |
| All | +451.5% | +3,074.3% | -2,622.7% | +184.7% |
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