-31.0%
KTTA vs SPY
+14.6%
-45.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -2.7% |
| 7D | +34.9% | -0.7% | +35.6% | +36.4% |
| 30D | +16.5% | -1.0% | +17.5% | +18.7% |
| 3M | +15.2% | -0.3% | +15.6% | +16.2% |
| 6M | -37.4% | +7.3% | -44.8% | -46.0% |
| YTD | -58.9% | +13.3% | -72.2% | -69.6% |
| 1Y | -31.0% | +14.8% | -45.8% | -56.9% |
| All | -31.0% | +14.6% | -45.6% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling