-99.3%
KTTA vs SPY
+82.0%
-181.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -9.8% | +2.6% | -12.4% | -10.8% |
| 30D | +27.6% | -2.0% | +29.6% | +28.5% |
| 3M | +9.2% | -2.8% | +12.0% | +10.3% |
| 6M | -33.5% | +2.1% | -35.6% | -34.0% |
| YTD | -59.5% | +11.5% | -71.0% | -61.0% |
| 1Y | -25.7% | +13.5% | -39.2% | -28.7% |
| 3Y | -91.6% | +77.7% | -169.3% | -93.4% |
| 5Y | -99.0% | +72.6% | -171.6% | -99.0% |
| All | -99.3% | +82.0% | -181.3% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling